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 | 16.59% | 0.11 | 0.13 | 460'000 | 50'000 | 457'331 | 50'000 | 50'572 | 6'533 | 100.00% | 100.00% |
16.03.2017 | 19.83% | 0.12 | 0.14 | 420'000 | 50'000 | 490'131 | 50'000 | 44'936 | 5'610 | 99.49% | 99.49% |
15.03.2017 | 18.00% | 0.10 | 0.12 | 500'000 | 50'000 | 500'000 | 50'000 | 37'058 | 4'457 | 100.00% | 100.00% |
14.03.2017 | 13.21% | 0.08 | 0.10 | 500'000 | 50'000 | 500'000 | 50'000 | 36'112 | 4'122 | 100.00% | 100.00% |
13.03.2017 | 12.56% | 0.08 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 44'331 | 5'038 | 99.64% | 99.64% |
10.03.2017 | 11.81% | 0.08 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 40'048 | 4'505 | 100.00% | 100.00% |
09.03.2017 | 14.54% | 0.06 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 32'051 | 3'705 | 100.00% | 100.00% |
08.03.2017 | 13.80% | 0.07 | 0.08 | 500'000 | 50'000 | 500'000 | 50'000 | 33'923 | 3'892 | 100.00% | 100.00% |
07.03.2017 | 9.72% | 0.11 | 0.12 | 460'000 | 50'000 | 475'374 | 50'000 | 47'260 | 5'508 | 100.00% | 100.00% |