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 | 3.70% | 0.53 | 0.55 | 400'000 | 400'000 | 399'983 | 400'000 | 212'455 | 220'465 | 100.00% | 100.00% |
16.03.2017 | 3.74% | 0.52 | 0.54 | 400'000 | 400'000 | 400'000 | 400'000 | 209'778 | 217'778 | 100.00% | 100.00% |
15.03.2017 | 3.66% | 0.53 | 0.55 | 400'000 | 400'000 | 400'000 | 400'000 | 214'709 | 222'709 | 100.00% | 100.00% |
14.03.2017 | 3.98% | 0.49 | 0.51 | 400'000 | 400'000 | 400'000 | 400'000 | 196'984 | 204'984 | 99.93% | 99.93% |
13.03.2017 | 3.81% | 0.52 | 0.54 | 400'000 | 400'000 | 400'000 | 400'000 | 205'992 | 213'992 | 100.00% | 100.00% |
10.03.2017 | 3.62% | 0.52 | 0.54 | 400'000 | 400'000 | 400'000 | 400'000 | 217'082 | 225'082 | 100.00% | 100.00% |
09.03.2017 | 3.99% | 0.52 | 0.54 | 400'000 | 400'000 | 400'000 | 400'000 | 196'758 | 204'758 | 98.84% | 98.84% |
08.03.2017 | 3.86% | 0.48 | 0.50 | 400'000 | 400'000 | 400'000 | 400'000 | 203'234 | 211'234 | 100.00% | 100.00% |
07.03.2017 | 4.14% | 0.48 | 0.50 | 400'000 | 400'000 | 400'000 | 400'000 | 189'384 | 197'384 | 99.52% | 99.52% |