Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
17.03.2017 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.03.2017 | 97.06% | 0.01 | 0.03 | 575'000 | 575'000 | 575'000 | 570'063 | 6'257 | 17'609 | 34.05% | 93.92% |
15.03.2017 | 19.24% | 0.09 | 0.11 | 325'000 | 325'000 | 325'000 | 325'000 | 30'614 | 37'114 | 44.50% | 44.50% |
14.03.2017 | 19.14% | 0.08 | 0.10 | 375'000 | 375'000 | 375'000 | 375'000 | 35'565 | 43'065 | 96.23% | 96.23% |
13.03.2017 | 20.16% | 0.07 | 0.09 | 375'000 | 375'000 | 375'000 | 375'000 | 34'031 | 41'531 | 70.56% | 70.56% |
10.03.2017 | 14.56% | 0.11 | 0.13 | 375'000 | 375'000 | 375'000 | 375'000 | 48'123 | 55'623 | 84.64% | 84.64% |
09.03.2017 | 11.92% | 0.16 | 0.18 | 350'000 | 350'000 | 350'000 | 350'000 | 55'334 | 62'334 | 98.43% | 98.43% |
08.03.2017 | 12.89% | 0.15 | 0.17 | 350'000 | 350'000 | 350'000 | 350'000 | 50'879 | 57'879 | 98.24% | 98.24% |
07.03.2017 | 12.18% | 0.15 | 0.17 | 375'000 | 375'000 | 375'000 | 375'000 | 58'294 | 65'794 | 72.16% | 72.16% |