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 | 29.21% | 0.03 | 0.03 | 500'000 | 300'000 | 495'122 | 300'000 | 22'618 | 17'197 | 69.98% | 91.19% |
17.02.2016 | 9.74% | 0.07 | 0.08 | 500'000 | 300'000 | 443'508 | 300'000 | 48'535 | 37'067 | 93.51% | 93.51% |
16.02.2016 | 3.88% | 0.30 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 83'606 | 86'879 | 99.71% | 99.71% |
15.02.2016 | 4.42% | 0.25 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 73'773 | 77'083 | 99.99% | 99.99% |
12.02.2016 | 1.84% | 0.62 | 0.63 | 300'000 | 300'000 | 300'000 | 300'000 | 194'117 | 197'725 | 97.03% | 97.03% |
11.02.2016 | 3.17% | 0.84 | 0.86 | 300'000 | 300'000 | 300'000 | 300'000 | 237'564 | 245'410 | 86.20% | 86.20% |
10.02.2016 | 2.44% | 0.44 | 0.45 | 300'000 | 300'000 | 300'000 | 300'000 | 135'758 | 139'072 | 98.38% | 98.38% |
09.02.2016 | 1.91% | 0.71 | 0.72 | 300'000 | 300'000 | 300'000 | 300'000 | 179'001 | 182'362 | 98.79% | 98.79% |
08.02.2016 | 2.99% | 0.47 | 0.48 | 300'000 | 300'000 | 300'000 | 300'000 | 111'104 | 114'397 | 98.64% | 98.64% |