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 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 62.42% |
15.03.2017 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 58.99% |
14.03.2017 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 91.32% |
13.03.2017 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 98.28% |
10.03.2017 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 0.30% | 97.50% |
09.03.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 498'840 | 300'000 | 4'988 | 6'000 | 98.22% | 98.22% |
08.03.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 99.81% | 99.81% |
07.03.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 94.57% | 94.57% |
06.03.2017 | 61.20% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 6'026 | 6'616 | 99.40% | 99.40% |