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 | 19.80% | 0.08 | 0.10 | 500'000 | 100'000 | 498'839 | 100'000 | 46'314 | 11'315 | 100.00% | 100.00% |
17.03.2016 | 18.53% | 0.06 | 0.08 | 500'000 | 100'000 | 500'000 | 100'000 | 31'216 | 7'542 | 100.00% | 100.00% |
16.03.2016 | 17.56% | 0.09 | 0.11 | 500'000 | 100'000 | 500'000 | 100'000 | 44'283 | 10'577 | 100.00% | 100.00% |
15.03.2016 | 11.87% | 0.08 | 0.10 | 500'000 | 100'000 | 500'000 | 100'000 | 42'313 | 9'525 | 100.00% | 100.00% |
14.03.2016 | 9.88% | 0.10 | 0.11 | 500'000 | 100'000 | 470'949 | 100'000 | 50'402 | 11'833 | 100.00% | 100.00% |
11.03.2016 | 11.20% | 0.08 | 0.09 | 500'000 | 100'000 | 500'000 | 100'000 | 44'625 | 9'982 | 100.00% | 100.00% |
10.03.2016 | 12.44% | 0.08 | 0.09 | 500'000 | 100'000 | 492'544 | 94'983 | 47'824 | 10'381 | 98.84% | 98.84% |
09.03.2016 | 17.23% | 0.08 | 0.09 | 500'000 | 100'000 | 500'000 | 100'000 | 30'249 | 7'174 | 99.97% | 99.97% |
08.03.2016 | 20.24% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 25'114 | 6'150 | 99.96% | 99.96% |