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 | - | - | 0.01 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.03.2017 | - | - | 0.01 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.03.2017 | 66.67% | 0.01 | 0.02 | 750'000 | 750'000 | 749'848 | 750'000 | 7'498 | 15'000 | 77.35% | 100.00% |
14.03.2017 | 66.67% | 0.01 | 0.01 | 750'000 | 750'000 | 750'000 | 750'000 | 7'500 | 15'000 | 56.32% | 99.94% |
13.03.2017 | 64.36% | 0.01 | 0.02 | 750'000 | 750'000 | 749'941 | 750'000 | 8'149 | 15'650 | 100.00% | 100.00% |
10.03.2017 | 32.37% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 20'007 | 27'507 | 100.00% | 100.00% |
09.03.2017 | 50.02% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 749'973 | 12'285 | 19'784 | 98.83% | 98.83% |
08.03.2017 | 30.91% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 21'019 | 28'519 | 100.00% | 100.00% |
07.03.2017 | 39.05% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 15'625 | 23'125 | 99.54% | 99.54% |