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 | - | - |
18.03.2016 | 87.67% | 0.02 | 0.04 | 400'000 | 400'000 | 483'879 | 484'130 | 5'644 | 14'228 | 89.27% | 100.00% |
17.03.2016 | 57.97% | 0.02 | 0.03 | 750'000 | 750'000 | 746'098 | 746'144 | 9'907 | 17'369 | 76.55% | 99.93% |
16.03.2016 | 31.71% | 0.02 | 0.03 | 750'000 | 750'000 | 722'196 | 722'196 | 24'075 | 31'803 | 100.00% | 100.00% |
15.03.2016 | 20.35% | 0.09 | 0.11 | 500'000 | 500'000 | 501'767 | 501'779 | 43'764 | 53'640 | 99.95% | 99.95% |
14.03.2016 | 16.50% | 0.12 | 0.14 | 500'000 | 500'000 | 500'000 | 500'000 | 55'842 | 65'842 | 100.00% | 100.00% |
11.03.2016 | 11.10% | 0.11 | 0.13 | 500'000 | 500'000 | 664'393 | 664'393 | 68'250 | 76'032 | 100.00% | 100.00% |
10.03.2016 | 10.13% | 0.08 | 0.09 | 750'000 | 750'000 | 720'989 | 720'994 | 73'846 | 81'627 | 98.17% | 98.17% |
09.03.2016 | 8.04% | 0.10 | 0.11 | 750'000 | 750'000 | 746'450 | 746'461 | 91'006 | 98'543 | 100.00% | 100.00% |
08.03.2016 | 9.41% | 0.10 | 0.11 | 750'000 | 750'000 | 749'976 | 750'000 | 76'110 | 83'612 | 100.00% | 100.00% |