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 | 10.34% | 0.18 | 0.20 | 280'000 | 25'000 | 276'372 | 25'000 | 50'727 | 5'091 | 100.00% | 100.00% |
16.03.2017 | 11.42% | 0.17 | 0.19 | 300'000 | 25'000 | 309'079 | 25'000 | 51'033 | 4'637 | 99.43% | 99.43% |
15.03.2017 | 12.59% | 0.15 | 0.17 | 340'000 | 25'000 | 342'262 | 25'000 | 50'932 | 4'222 | 100.00% | 100.00% |
14.03.2017 | 12.32% | 0.15 | 0.17 | 340'000 | 25'000 | 335'130 | 25'000 | 51'049 | 4'311 | 100.00% | 100.00% |
13.03.2017 | 12.83% | 0.15 | 0.17 | 340'000 | 25'000 | 347'859 | 25'000 | 50'754 | 4'152 | 100.00% | 100.00% |
10.03.2017 | 12.00% | 0.16 | 0.18 | 320'000 | 25'000 | 325'549 | 24'984 | 51'069 | 4'423 | 100.00% | 100.00% |
09.03.2017 | 12.47% | 0.15 | 0.17 | 340'000 | 25'000 | 338'936 | 25'000 | 51'009 | 4'264 | 100.00% | 100.00% |
08.03.2017 | 11.99% | 0.16 | 0.18 | 320'000 | 25'000 | 158'155 | 25'000 | 25'052 | 4'425 | 98.33% | 98.33% |
07.03.2017 | 12.72% | 0.14 | 0.16 | 75'000 | 25'000 | 75'000 | 25'000 | 11'068 | 4'189 | 100.00% | 100.00% |