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 | - | - |
18.02.2016 | 9.84% | 0.05 | 0.14 | 500'000 | 300'000 | 419'536 | 300'000 | 46'403 | 38'231 | 70.91% | 92.13% |
17.02.2016 | 8.88% | 0.17 | 0.18 | 300'000 | 300'000 | 425'191 | 300'000 | 50'183 | 39'373 | 93.48% | 93.48% |
16.02.2016 | 12.93% | 0.06 | 0.07 | 500'000 | 300'000 | 489'545 | 300'000 | 40'065 | 28'115 | 99.72% | 99.72% |
15.02.2016 | 7.83% | 0.13 | 0.14 | 390'000 | 300'000 | 363'602 | 300'000 | 50'707 | 45'518 | 99.99% | 99.99% |
12.02.2016 | 22.47% | 0.04 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 22'230 | 16'675 | 99.90% | 99.90% |
11.02.2016 | 42.97% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 20'195 | 18'364 | 85.69% | 85.69% |
10.02.2016 | 8.74% | 0.13 | 0.14 | 390'000 | 300'000 | 401'636 | 300'000 | 49'539 | 41'014 | 98.38% | 98.38% |
09.02.2016 | 10.56% | 0.07 | 0.08 | 500'000 | 300'000 | 448'158 | 300'000 | 46'122 | 35'362 | 98.79% | 98.79% |
08.02.2016 | 4.93% | 0.16 | 0.18 | 320'000 | 300'000 | 300'288 | 300'000 | 68'337 | 71'646 | 98.65% | 98.65% |