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 | 57.59% | 0.06 | 0.10 | 175'000 | 175'000 | 176'884 | 176'884 | 8'766 | 15'841 | 41.05% | 41.05% |
19.03.2015 | 13.78% | 0.05 | 0.07 | 200'000 | 200'000 | 189'843 | 189'844 | 15'604 | 17'714 | 80.75% | 80.75% |
18.03.2015 | 30.81% | 0.01 | 0.03 | 375'000 | 375'000 | 375'000 | 375'000 | 11'730 | 15'521 | 74.70% | 74.70% |
17.03.2015 | 17.32% | 0.04 | 0.05 | 375'000 | 375'000 | 332'693 | 332'687 | 18'174 | 21'501 | 83.28% | 83.28% |
16.03.2015 | 19.96% | 0.09 | 0.10 | 375'000 | 375'000 | 374'999 | 375'000 | 19'210 | 22'960 | 77.86% | 77.86% |
13.03.2015 | 18.85% | 0.03 | 0.04 | 325'000 | 325'000 | 325'000 | 324'996 | 22'036 | 25'439 | 94.57% | 94.57% |
12.03.2015 | 18.33% | 0.07 | 0.08 | 375'000 | 375'000 | 375'000 | 375'000 | 19'505 | 23'255 | 96.95% | 96.95% |
11.03.2015 | 18.60% | 0.05 | 0.06 | 375'000 | 375'000 | 375'000 | 374'998 | 18'464 | 22'214 | 92.97% | 92.97% |
10.03.2015 | 12.70% | 0.05 | 0.06 | 350'000 | 350'000 | 329'080 | 329'080 | 25'085 | 28'376 | 95.96% | 95.96% |