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 | 1.66% | 0.69 | 0.70 | 525'000 | 525'000 | 525'000 | 525'000 | 315'367 | 320'617 | 97.12% | 97.12% |
16.03.2017 | 1.47% | 0.59 | 0.60 | 550'000 | 550'000 | 550'000 | 550'000 | 375'207 | 380'707 | 99.03% | 99.03% |
15.03.2017 | 2.09% | 0.50 | 0.51 | 600'000 | 600'000 | 600'000 | 600'000 | 285'119 | 291'119 | 99.37% | 99.37% |
14.03.2017 | 2.27% | 0.45 | 0.46 | 600'000 | 600'000 | 600'000 | 600'000 | 261'999 | 267'999 | 98.19% | 98.19% |
13.03.2017 | 2.22% | 0.48 | 0.49 | 650'000 | 650'000 | 649'996 | 650'000 | 290'174 | 296'676 | 98.44% | 98.44% |
10.03.2017 | 1.77% | 0.41 | 0.42 | 650'000 | 650'000 | 650'000 | 650'000 | 369'044 | 375'544 | 99.57% | 99.57% |
09.03.2017 | 2.32% | 0.47 | 0.48 | 675'000 | 675'000 | 675'000 | 675'000 | 289'791 | 296'541 | 98.45% | 98.45% |
08.03.2017 | 2.05% | 0.48 | 0.49 | 700'000 | 700'000 | 700'000 | 700'000 | 340'561 | 347'561 | 97.84% | 97.84% |
07.03.2017 | 2.12% | 0.46 | 0.47 | 700'000 | 700'000 | 700'000 | 700'000 | 327'723 | 334'723 | 100.00% | 100.00% |