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 | 16.16% | 0.07 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 5'741 | 6'741 | 99.84% | 99.84% |
16.03.2017 | 18.33% | 0.05 | 0.06 | 125'000 | 125'000 | 125'000 | 125'000 | 6'336 | 7'586 | 92.98% | 92.98% |
15.03.2017 | 17.14% | 0.05 | 0.06 | 125'000 | 125'000 | 125'000 | 125'000 | 6'782 | 8'032 | 99.67% | 99.67% |
14.03.2017 | 14.21% | 0.07 | 0.08 | 175'000 | 175'000 | 175'000 | 175'000 | 11'549 | 13'299 | 97.82% | 97.82% |
13.03.2017 | 15.99% | 0.05 | 0.06 | 175'000 | 175'000 | 175'000 | 175'000 | 10'184 | 11'934 | 98.93% | 98.93% |
10.03.2017 | 23.53% | 0.05 | 0.06 | 175'000 | 175'000 | 175'000 | 175'000 | 6'823 | 8'573 | 99.43% | 99.43% |
09.03.2017 | 19.78% | 0.05 | 0.06 | 150'000 | 150'000 | 150'000 | 150'000 | 6'915 | 8'415 | 97.37% | 97.37% |
08.03.2017 | 15.76% | 0.07 | 0.08 | 225'000 | 225'000 | 225'000 | 225'000 | 13'742 | 15'992 | 99.60% | 99.60% |
07.03.2017 | 20.75% | 0.04 | 0.05 | 350'000 | 350'000 | 350'000 | 350'000 | 15'471 | 18'971 | 100.00% | 100.00% |