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 | 1.60% | 1.86 | 1.89 | 62'500 | 62'500 | 62'500 | 62'500 | 116'582 | 118'457 | 99.88% | 99.88% |
16.03.2017 | 1.59% | 1.87 | 1.90 | 62'500 | 62'500 | 62'500 | 62'500 | 117'009 | 118'884 | 99.65% | 99.65% |
15.03.2017 | 1.56% | 1.90 | 1.93 | 50'000 | 50'000 | 50'000 | 50'000 | 95'116 | 96'616 | 98.75% | 98.75% |
14.03.2017 | 1.68% | 1.90 | 1.93 | 50'000 | 50'000 | 50'000 | 50'000 | 95'175 | 96'784 | 94.47% | 94.47% |
13.03.2017 | 2.07% | 1.91 | 1.95 | 50'000 | 50'000 | 50'000 | 50'000 | 95'544 | 97'544 | 92.19% | 92.19% |
10.03.2017 | 2.07% | 1.91 | 1.95 | 62'500 | 62'500 | 62'500 | 62'500 | 119'529 | 122'029 | 95.72% | 95.72% |
09.03.2017 | 2.07% | 1.92 | 1.96 | 62'500 | 62'500 | 62'500 | 62'500 | 119'329 | 121'829 | 91.30% | 91.30% |
08.03.2017 | 2.10% | 1.89 | 1.93 | 62'500 | 62'500 | 62'500 | 62'500 | 117'626 | 120'126 | 95.77% | 95.77% |
07.03.2017 | 2.12% | 1.86 | 1.90 | 62'500 | 62'500 | 62'500 | 62'500 | 116'552 | 119'052 | 98.77% | 98.77% |