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 | 1.21% | 2.53 | 2.56 | 500'000 | 25'000 | 499'997 | 25'000 | 1'233'290 | 62'415 | 91.31% | 91.31% |
19.03.2015 | 0.86% | 2.33 | 2.36 | 500'000 | 25'000 | 502'283 | 25'114 | 1'168'140 | 58'912 | 86.72% | 86.72% |
18.03.2015 | 0.84% | 2.38 | 2.40 | 650'000 | 32'500 | 650'000 | 32'500 | 1'540'100 | 77'655 | 86.95% | 86.95% |
17.03.2015 | 0.76% | 2.53 | 2.55 | 650'000 | 32'500 | 650'000 | 32'500 | 1'701'370 | 85'718 | 85.90% | 85.90% |
16.03.2015 | 0.74% | 2.99 | 3.01 | 650'000 | 32'500 | 650'000 | 32'500 | 1'753'040 | 88'302 | 95.08% | 95.08% |
13.03.2015 | 0.93% | 2.33 | 2.35 | 650'000 | 32'500 | 650'000 | 32'500 | 1'388'110 | 70'055 | 94.47% | 94.47% |
12.03.2015 | 0.72% | 2.12 | 2.14 | 650'000 | 32'500 | 650'000 | 32'500 | 1'379'590 | 69'478 | 82.27% | 82.27% |
11.03.2015 | 0.52% | 2.17 | 2.18 | 650'000 | 32'500 | 650'000 | 62'689 | 1'251'670 | 120'829 | 70.80% | 70.80% |
10.03.2015 | 0.65% | 1.57 | 1.58 | 700'000 | 70'000 | 680'259 | 68'026 | 1'040'570 | 104'737 | 88.22% | 88.22% |