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 | 1.20% | 1.71 | 1.73 | 500'000 | 500'000 | 500'000 | 500'000 | 827'539 | 837'539 | 97.56% | 97.56% |
19.03.2015 | 0.66% | 1.52 | 1.54 | 500'000 | 500'000 | 503'318 | 503'318 | 761'914 | 766'957 | 98.11% | 98.11% |
18.03.2015 | 0.64% | 1.57 | 1.58 | 650'000 | 650'000 | 650'000 | 650'000 | 1'010'550 | 1'017'050 | 94.43% | 94.43% |
17.03.2015 | 0.56% | 1.71 | 1.72 | 650'000 | 650'000 | 650'000 | 650'000 | 1'170'580 | 1'177'080 | 93.78% | 93.78% |
16.03.2015 | 0.53% | 2.17 | 2.18 | 650'000 | 650'000 | 650'000 | 650'000 | 1'224'540 | 1'231'040 | 97.97% | 97.97% |
13.03.2015 | 0.76% | 1.52 | 1.53 | 650'000 | 650'000 | 650'000 | 650'000 | 858'670 | 865'170 | 97.69% | 97.69% |
12.03.2015 | 0.76% | 1.30 | 1.31 | 650'000 | 650'000 | 650'000 | 650'000 | 851'204 | 857'704 | 98.14% | 98.14% |
11.03.2015 | 0.90% | 1.35 | 1.36 | 700'000 | 700'000 | 719'503 | 719'504 | 798'376 | 805'571 | 84.92% | 84.92% |
10.03.2015 | 1.35% | 0.78 | 0.79 | 750'000 | 750'000 | 750'000 | 750'000 | 558'060 | 565'560 | 97.25% | 97.25% |