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 | - | - |
16.03.2017 | 1.09% | 0.92 | 0.93 | 1'000'000 | 1'000'000 | 999'802 | 1'000'000 | 916'107 | 926'289 | 99.97% | 99.97% |
15.03.2017 | 1.14% | 0.88 | 0.89 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 875'500 | 885'500 | 99.97% | 99.97% |
14.03.2017 | 1.15% | 0.87 | 0.88 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 866'996 | 876'996 | 99.93% | 99.93% |
13.03.2017 | 1.12% | 0.90 | 0.91 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 891'407 | 901'407 | 99.97% | 99.97% |
10.03.2017 | 1.19% | 0.83 | 0.84 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 837'919 | 847'919 | 91.68% | 91.68% |
09.03.2017 | 1.35% | 0.80 | 0.81 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 737'196 | 747'196 | 90.33% | 90.33% |
08.03.2017 | 1.30% | 0.80 | 0.81 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 762'875 | 772'875 | 90.89% | 90.89% |
07.03.2017 | 1.21% | 0.78 | 0.79 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 823'005 | 833'005 | 94.49% | 94.49% |
06.03.2017 | 1.20% | 0.85 | 0.86 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 830'202 | 840'209 | 95.93% | 95.93% |