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 | - | - |
16.03.2018 | 0.30% | 3.23 | 3.24 | 510'000 | 510'000 | 510'000 | 510'000 | 1'683'300 | 1'688'400 | 91.88% | 91.88% |
15.03.2018 | 0.28% | 3.41 | 3.42 | 510'000 | 510'000 | 510'000 | 510'000 | 1'798'300 | 1'803'400 | 98.01% | 98.01% |
14.03.2018 | 0.28% | 3.74 | 3.75 | 510'000 | 510'000 | 510'000 | 510'000 | 1'848'750 | 1'853'850 | 93.97% | 93.97% |
13.03.2018 | 0.30% | 3.81 | 3.82 | 510'000 | 510'000 | 510'000 | 510'000 | 1'691'140 | 1'696'240 | 90.19% | 90.19% |
12.03.2018 | 0.31% | 3.24 | 3.25 | 510'000 | 510'000 | 510'000 | 510'000 | 1'663'400 | 1'668'500 | 97.63% | 97.63% |
09.03.2018 | 0.29% | 3.44 | 3.45 | 510'000 | 510'000 | 510'000 | 510'000 | 1'777'420 | 1'782'520 | 93.21% | 93.21% |
08.03.2018 | 0.27% | 3.35 | 3.36 | 510'000 | 510'000 | 510'000 | 510'000 | 1'873'740 | 1'878'840 | 95.42% | 95.42% |
07.03.2018 | 0.26% | 3.70 | 3.71 | 510'000 | 510'000 | 510'000 | 510'000 | 1'988'890 | 1'993'990 | 85.73% | 85.73% |
06.03.2018 | 0.27% | 3.87 | 3.88 | 510'000 | 510'000 | 510'000 | 510'000 | 1'909'190 | 1'914'290 | 99.39% | 99.39% |