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 | 57.82% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 6'659 | 6'995 | 57.49% | 94.55% |
15.03.2017 | 47.84% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 8'535 | 8'121 | 98.99% | 98.99% |
14.03.2017 | 38.34% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 10'728 | 9'437 | 97.76% | 97.76% |
13.03.2017 | 25.67% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 17'426 | 13'456 | 98.18% | 98.18% |
10.03.2017 | 27.82% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 15'591 | 12'355 | 97.69% | 97.69% |
09.03.2017 | 39.33% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 10'322 | 9'193 | 98.21% | 98.21% |
08.03.2017 | 36.48% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 11'540 | 9'924 | 99.81% | 99.81% |
07.03.2017 | 22.63% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 20'236 | 15'142 | 92.92% | 92.92% |
06.03.2017 | 17.78% | 0.06 | 0.07 | 500'000 | 300'000 | 500'000 | 300'000 | 25'741 | 18'444 | 99.27% | 99.27% |