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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.00% |
16.03.2017 | 49.46% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 999'986 | 18'045 | 28'045 | 75.58% | 98.89% |
15.03.2017 | 66.02% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'241 | 20'241 | 99.37% | 99.37% |
14.03.2017 | 57.59% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'402 | 23'402 | 98.02% | 98.02% |
13.03.2017 | 40.45% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'982 | 29'982 | 98.49% | 98.49% |
10.03.2017 | 18.74% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 51'342 | 61'342 | 98.43% | 98.43% |
09.03.2017 | 27.78% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 31'414 | 41'414 | 97.49% | 97.49% |
08.03.2017 | 24.15% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 37'121 | 47'121 | 97.06% | 97.06% |
07.03.2017 | 22.89% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 39'183 | 49'183 | 100.00% | 100.00% |