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 | - | - |
16.03.2017 | 13.49% | 0.12 | 0.14 | 420'000 | 300'000 | 405'800 | 300'000 | 50'479 | 43'145 | 93.29% | 93.29% |
15.03.2017 | 8.70% | 0.11 | 0.12 | 460'000 | 300'000 | 457'579 | 300'000 | 50'323 | 36'207 | 98.95% | 98.95% |
14.03.2017 | 8.46% | 0.12 | 0.13 | 420'000 | 300'000 | 443'465 | 300'000 | 50'444 | 37'301 | 97.75% | 97.75% |
13.03.2017 | 7.02% | 0.14 | 0.15 | 360'000 | 300'000 | 368'671 | 300'000 | 50'726 | 44'743 | 98.36% | 98.36% |
10.03.2017 | 8.23% | 0.11 | 0.12 | 460'000 | 300'000 | 432'971 | 300'000 | 50'519 | 38'150 | 97.69% | 97.69% |
09.03.2017 | 12.63% | 0.10 | 0.11 | 500'000 | 300'000 | 499'887 | 300'000 | 37'578 | 25'554 | 97.51% | 97.51% |
08.03.2017 | 10.88% | 0.11 | 0.12 | 460'000 | 300'000 | 497'481 | 300'000 | 43'918 | 29'520 | 99.69% | 99.69% |
07.03.2017 | 7.65% | 0.10 | 0.11 | 500'000 | 300'000 | 401'562 | 300'000 | 50'492 | 41'341 | 99.45% | 99.45% |
06.03.2017 | 6.84% | 0.15 | 0.16 | 340'000 | 300'000 | 358'586 | 300'000 | 50'638 | 45'463 | 99.27% | 99.27% |