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 | 5.88% | 0.33 | 0.35 | 60'000 | 60'000 | 60'000 | 60'000 | 19'865 | 21'065 | 92.87% | 92.87% |
19.03.2015 | 8.52% | 0.25 | 0.27 | 60'000 | 60'000 | 60'000 | 60'000 | 13'543 | 14'743 | 95.93% | 95.93% |
18.03.2015 | 7.55% | 0.25 | 0.27 | 60'000 | 60'000 | 60'000 | 60'000 | 15'492 | 16'692 | 93.75% | 93.75% |
17.03.2015 | 6.50% | 0.33 | 0.35 | 60'000 | 60'000 | 60'000 | 60'000 | 18'113 | 19'313 | 95.59% | 95.59% |
16.03.2015 | 5.60% | 0.38 | 0.40 | 60'000 | 60'000 | 60'000 | 60'000 | 20'921 | 22'121 | 96.60% | 96.60% |
13.03.2015 | 4.93% | 0.29 | 0.30 | 70'000 | 70'000 | 70'000 | 70'000 | 19'622 | 20'608 | 99.62% | 99.62% |
12.03.2015 | 5.01% | 0.31 | 0.32 | 70'000 | 70'000 | 65'983 | 65'983 | 18'272 | 19'173 | 98.07% | 98.07% |
11.03.2015 | 3.34% | 0.33 | 0.34 | 70'000 | 70'000 | 70'000 | 70'000 | 20'812 | 21'512 | 98.15% | 98.15% |
10.03.2015 | 3.96% | 0.23 | 0.24 | 80'000 | 80'000 | 75'998 | 75'998 | 18'905 | 19'665 | 97.26% | 97.26% |