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 | 1.62% | 1.29 | 1.31 | 500'000 | 500'000 | 500'000 | 500'000 | 612'069 | 622'069 | 96.98% | 96.98% |
19.03.2015 | 0.92% | 1.08 | 1.10 | 500'000 | 500'000 | 503'796 | 503'796 | 549'155 | 554'203 | 98.49% | 98.49% |
18.03.2015 | 0.89% | 1.15 | 1.16 | 650'000 | 650'000 | 650'000 | 650'000 | 735'167 | 741'667 | 94.37% | 94.37% |
17.03.2015 | 0.73% | 1.28 | 1.29 | 650'000 | 650'000 | 650'000 | 650'000 | 892'865 | 899'365 | 93.78% | 93.78% |
16.03.2015 | 0.69% | 1.74 | 1.75 | 650'000 | 650'000 | 650'000 | 650'000 | 946'820 | 953'320 | 97.97% | 97.97% |
13.03.2015 | 1.11% | 1.10 | 1.11 | 700'000 | 700'000 | 700'000 | 700'000 | 632'393 | 639'393 | 97.68% | 97.68% |
12.03.2015 | 1.11% | 0.89 | 0.90 | 700'000 | 700'000 | 700'000 | 700'000 | 627'330 | 634'330 | 98.14% | 98.14% |
11.03.2015 | 1.40% | 0.94 | 0.95 | 750'000 | 750'000 | 750'000 | 750'000 | 539'451 | 546'951 | 97.53% | 97.53% |
10.03.2015 | 2.50% | 0.43 | 0.44 | 750'000 | 750'000 | 750'000 | 749'999 | 301'331 | 308'831 | 96.32% | 96.32% |