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 | 5.51% | 0.19 | 0.20 | 100'000 | 100'000 | 100'000 | 100'000 | 17'684 | 18'684 | 98.87% | 98.87% |
16.03.2017 | 4.29% | 0.22 | 0.23 | 125'000 | 125'000 | 125'000 | 125'000 | 28'519 | 29'769 | 96.55% | 96.55% |
15.03.2017 | 4.54% | 0.23 | 0.24 | 125'000 | 125'000 | 125'000 | 125'000 | 26'979 | 28'229 | 97.90% | 97.90% |
14.03.2017 | 3.44% | 0.26 | 0.27 | 125'000 | 125'000 | 125'000 | 125'000 | 35'842 | 37'092 | 94.78% | 94.78% |
13.03.2017 | 3.62% | 0.30 | 0.31 | 125'000 | 125'000 | 125'000 | 125'000 | 34'023 | 35'273 | 72.74% | 72.74% |
10.03.2017 | 3.55% | 0.25 | 0.26 | 125'000 | 125'000 | 125'000 | 125'000 | 34'643 | 35'893 | 68.17% | 68.17% |
09.03.2017 | 3.92% | 0.25 | 0.26 | 125'000 | 125'000 | 125'000 | 125'000 | 31'334 | 32'584 | 83.43% | 83.43% |
08.03.2017 | 3.04% | 0.29 | 0.30 | 125'000 | 125'000 | 125'000 | 125'000 | 40'489 | 41'739 | 73.64% | 73.64% |
07.03.2017 | 3.07% | 0.31 | 0.32 | 125'000 | 125'000 | 125'000 | 125'000 | 40'143 | 41'393 | 74.63% | 74.63% |