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 | 1.90% | 1.60 | 1.63 | 25'000 | 25'000 | 25'000 | 25'000 | 39'171 | 39'921 | 93.10% | 93.10% |
16.03.2017 | 1.38% | 1.59 | 1.60 | 125'000 | 125'000 | 62'225 | 62'225 | 99'056 | 100'008 | 98.95% | 98.95% |
15.03.2017 | 1.34% | 1.61 | 1.62 | 125'000 | 125'000 | 62'266 | 62'266 | 100'211 | 101'163 | 99.05% | 99.05% |
14.03.2017 | 1.42% | 1.57 | 1.58 | 125'000 | 125'000 | 61'624 | 61'624 | 96'314 | 97'263 | 97.89% | 97.89% |
13.03.2017 | 1.40% | 1.57 | 1.58 | 125'000 | 125'000 | 60'719 | 60'719 | 95'662 | 96'606 | 97.03% | 97.03% |
10.03.2017 | 1.44% | 1.54 | 1.55 | 125'000 | 125'000 | 52'561 | 52'561 | 83'310 | 84'229 | 98.61% | 98.61% |
09.03.2017 | 1.49% | 1.58 | 1.59 | 125'000 | 125'000 | 52'706 | 52'706 | 82'471 | 83'390 | 98.46% | 98.46% |
08.03.2017 | 1.43% | 1.59 | 1.60 | 125'000 | 125'000 | 52'706 | 52'706 | 85'781 | 86'700 | 98.74% | 98.74% |
07.03.2017 | 1.44% | 1.65 | 1.66 | 125'000 | 125'000 | 52'666 | 52'666 | 85'362 | 86'281 | 99.20% | 99.20% |