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 | 28.50% | 0.08 | 0.11 | 130'000 | 130'000 | 130'000 | 130'000 | 11'826 | 15'726 | 96.88% | 96.88% |
19.03.2015 | 26.84% | 0.07 | 0.10 | 160'000 | 160'000 | 151'971 | 151'971 | 10'322 | 13'478 | 91.52% | 91.52% |
18.03.2015 | 11.89% | 0.08 | 0.09 | 160'000 | 160'000 | 163'894 | 163'894 | 13'006 | 14'645 | 89.43% | 89.43% |
17.03.2015 | 11.36% | 0.07 | 0.08 | 180'000 | 180'000 | 180'000 | 180'000 | 15'014 | 16'814 | 90.69% | 90.69% |
16.03.2015 | 15.48% | 0.08 | 0.09 | 240'000 | 240'000 | 235'937 | 235'937 | 14'530 | 16'889 | 97.22% | 97.22% |
13.03.2015 | 16.72% | 0.05 | 0.06 | 220'000 | 220'000 | 249'026 | 249'026 | 13'823 | 16'313 | 97.04% | 97.04% |
12.03.2015 | 29.06% | 0.03 | 0.04 | 340'000 | 340'000 | 335'933 | 335'933 | 10'074 | 13'433 | 98.88% | 98.88% |
11.03.2015 | 31.47% | 0.03 | 0.04 | 380'000 | 380'000 | 387'958 | 387'958 | 10'719 | 14'599 | 98.36% | 98.36% |
10.03.2015 | 99.73% | 0.01 | 0.03 | 510'000 | 510'000 | 500'399 | 500'399 | 5'026 | 15'012 | 51.84% | 93.79% |