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 | 5.53% | 0.18 | 0.19 | 125'000 | 125'000 | 125'000 | 125'000 | 22'057 | 23'307 | 100.00% | 100.00% |
16.03.2017 | 5.87% | 0.16 | 0.17 | 150'000 | 150'000 | 150'000 | 150'000 | 24'864 | 26'364 | 98.96% | 98.96% |
15.03.2017 | 21.80% | 0.05 | 0.06 | 275'000 | 275'000 | 275'000 | 275'000 | 11'287 | 14'037 | 98.47% | 98.47% |
14.03.2017 | 37.18% | 0.03 | 0.04 | 275'000 | 275'000 | 275'000 | 275'000 | 6'179 | 8'929 | 98.49% | 98.49% |
13.03.2017 | 24.35% | 0.03 | 0.04 | 325'000 | 325'000 | 325'000 | 325'000 | 11'912 | 15'162 | 98.89% | 98.89% |
10.03.2017 | 26.33% | 0.02 | 0.03 | 375'000 | 375'000 | 375'000 | 375'000 | 12'641 | 16'391 | 98.76% | 98.76% |
09.03.2017 | 28.92% | 0.03 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 6'033 | 8'033 | 98.59% | 98.59% |
08.03.2017 | 15.78% | 0.05 | 0.06 | 200'000 | 200'000 | 200'000 | 200'000 | 11'792 | 13'792 | 98.86% | 98.86% |
07.03.2017 | 13.12% | 0.05 | 0.06 | 175'000 | 175'000 | 175'000 | 175'000 | 12'724 | 14'474 | 99.11% | 99.11% |