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 | 3.74% | 0.66 | 0.69 | 80'000 | 50'000 | 80'000 | 50'000 | 53'190 | 34'509 | 100.00% | 100.00% |
16.03.2017 | 3.92% | 0.67 | 0.69 | 80'000 | 50'000 | 80'308 | 50'000 | 52'661 | 34'104 | 99.52% | 99.52% |
15.03.2017 | 3.66% | 0.66 | 0.69 | 80'000 | 50'000 | 80'002 | 50'000 | 52'902 | 34'294 | 98.51% | 98.51% |
14.03.2017 | 4.02% | 0.70 | 0.72 | 80'000 | 50'000 | 83'159 | 50'000 | 52'536 | 32'966 | 100.00% | 100.00% |
13.03.2017 | 3.98% | 0.56 | 0.59 | 90'000 | 50'000 | 87'590 | 50'000 | 52'896 | 31'531 | 99.62% | 99.62% |
10.03.2017 | 4.31% | 0.56 | 0.58 | 90'000 | 50'000 | 92'147 | 50'000 | 52'251 | 29'680 | 99.59% | 99.59% |
09.03.2017 | 6.22% | 0.45 | 0.47 | 120'000 | 50'000 | 128'557 | 50'000 | 51'911 | 21'587 | 99.07% | 99.07% |
08.03.2017 | 7.13% | 0.44 | 0.47 | 120'000 | 50'000 | 149'397 | 50'000 | 51'892 | 18'792 | 100.00% | 100.00% |
07.03.2017 | 7.66% | 0.36 | 0.38 | 140'000 | 50'000 | 157'029 | 50'000 | 51'794 | 17'842 | 100.00% | 100.00% |