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 | 14.96% | 0.05 | 0.06 | 50'000 | 50'000 | 50'000 | 50'000 | 3'121 | 3'621 | 99.96% | 99.96% |
16.03.2017 | 12.19% | 0.11 | 0.12 | 475'000 | 475'000 | 267'408 | 267'408 | 22'536 | 25'210 | 94.16% | 94.16% |
15.03.2017 | 18.84% | 0.03 | 0.04 | 325'000 | 325'000 | 195'155 | 195'155 | 8'926 | 10'877 | 98.90% | 98.90% |
14.03.2017 | 33.28% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 25'932 | 35'943 | 7.26% | 97.16% |
13.03.2017 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.67% |
10.03.2017 | 41.22% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 709'424 | 709'424 | 14'045 | 21'283 | 24.35% | 62.89% |
09.03.2017 | 30.90% | 0.02 | 0.03 | 850'000 | 850'000 | 459'313 | 459'313 | 12'048 | 16'641 | 99.01% | 99.01% |
08.03.2017 | 24.14% | 0.04 | 0.05 | 650'000 | 650'000 | 349'002 | 349'002 | 12'434 | 15'924 | 96.75% | 96.75% |
07.03.2017 | 13.85% | 0.05 | 0.06 | 450'000 | 450'000 | 251'442 | 251'442 | 16'620 | 19'135 | 99.17% | 99.17% |