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% | 75.99% |
15.03.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 74.10% | 96.88% |
14.03.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 97.76% | 97.76% |
13.03.2017 | 61.66% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'939 | 6'564 | 98.36% | 98.36% |
10.03.2017 | 30.44% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 14'235 | 11'541 | 97.69% | 97.69% |
09.03.2017 | 15.47% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 30'757 | 21'454 | 98.22% | 98.22% |
08.03.2017 | 16.93% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 27'586 | 19'551 | 99.81% | 99.81% |
07.03.2017 | 19.03% | 0.06 | 0.07 | 500'000 | 300'000 | 500'000 | 300'000 | 24'332 | 17'599 | 99.45% | 99.45% |
06.03.2017 | 16.41% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 28'249 | 19'950 | 99.27% | 99.27% |