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 | 1.12% | 2.66 | 2.69 | 62'500 | 62'500 | 62'500 | 62'500 | 166'583 | 168'458 | 99.90% | 99.90% |
16.03.2017 | 1.12% | 2.67 | 2.70 | 62'500 | 62'500 | 62'500 | 62'500 | 167'009 | 168'884 | 99.64% | 99.64% |
15.03.2017 | 1.10% | 2.70 | 2.73 | 50'000 | 50'000 | 50'000 | 50'000 | 135'119 | 136'619 | 98.41% | 98.41% |
14.03.2017 | 1.19% | 2.70 | 2.73 | 50'000 | 50'000 | 50'000 | 50'000 | 135'294 | 136'915 | 97.59% | 97.59% |
13.03.2017 | 1.46% | 2.72 | 2.76 | 50'000 | 50'000 | 50'000 | 50'000 | 136'043 | 138'043 | 99.69% | 99.69% |
10.03.2017 | 1.46% | 2.72 | 2.76 | 50'000 | 50'000 | 50'000 | 50'000 | 136'129 | 138'129 | 99.52% | 99.52% |
09.03.2017 | 1.46% | 2.73 | 2.77 | 50'000 | 50'000 | 50'000 | 50'000 | 135'940 | 137'940 | 97.29% | 97.29% |
08.03.2017 | 1.48% | 2.70 | 2.74 | 50'000 | 50'000 | 50'000 | 50'000 | 134'587 | 136'587 | 99.62% | 99.62% |
07.03.2017 | 1.48% | 2.67 | 2.71 | 50'000 | 50'000 | 50'000 | 50'000 | 133'748 | 135'748 | 100.00% | 100.00% |