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 | 7.32% | 0.22 | 0.23 | 575'000 | 575'000 | 575'000 | 575'000 | 82'268 | 88'018 | 96.80% | 96.80% |
16.03.2017 | 7.08% | 0.15 | 0.16 | 900'000 | 900'000 | 900'000 | 900'000 | 204'810 | 219'832 | 96.99% | 96.99% |
15.03.2017 | 8.28% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 117'349 | 127'349 | 99.55% | 99.55% |
14.03.2017 | 8.28% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 116'749 | 126'749 | 96.79% | 96.79% |
13.03.2017 | 7.35% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 131'500 | 141'500 | 98.09% | 98.09% |
10.03.2017 | 4.77% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 211'746 | 221'746 | 98.38% | 98.38% |
09.03.2017 | 6.90% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 999'999 | 141'404 | 151'404 | 98.22% | 98.22% |
08.03.2017 | 5.71% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 172'345 | 182'345 | 96.86% | 96.86% |
07.03.2017 | 5.81% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 167'504 | 177'504 | 99.65% | 99.65% |