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 | - | - |
20.03.2015 | 0.96% | 2.13 | 2.15 | 500'000 | 500'000 | 500'000 | 500'000 | 1'038'600 | 1'048'600 | 96.04% | 96.04% |
19.03.2015 | 0.52% | 1.94 | 1.96 | 500'000 | 500'000 | 503'319 | 503'319 | 974'713 | 979'756 | 97.84% | 97.84% |
18.03.2015 | 0.51% | 1.99 | 2.00 | 650'000 | 650'000 | 650'000 | 650'000 | 1'285'520 | 1'292'020 | 94.27% | 94.27% |
17.03.2015 | 0.45% | 2.13 | 2.14 | 650'000 | 650'000 | 650'000 | 650'000 | 1'445'900 | 1'452'400 | 92.90% | 92.90% |
16.03.2015 | 0.43% | 2.60 | 2.61 | 650'000 | 650'000 | 650'000 | 650'000 | 1'499'610 | 1'506'110 | 97.37% | 97.37% |
13.03.2015 | 0.57% | 1.94 | 1.95 | 650'000 | 650'000 | 650'000 | 650'000 | 1'131'850 | 1'138'350 | 96.88% | 96.88% |
12.03.2015 | 0.58% | 1.72 | 1.73 | 650'000 | 650'000 | 650'000 | 650'000 | 1'123'120 | 1'129'620 | 97.48% | 97.48% |
11.03.2015 | 0.65% | 1.77 | 1.78 | 650'000 | 650'000 | 669'239 | 669'239 | 1'026'590 | 1'033'280 | 97.40% | 97.40% |
10.03.2015 | 0.87% | 1.19 | 1.20 | 700'000 | 700'000 | 700'000 | 700'000 | 802'158 | 809'158 | 97.74% | 97.74% |