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 | 1.65% | 0.60 | 0.61 | 210'000 | 210'000 | 210'000 | 210'000 | 126'398 | 128'498 | 99.84% | 99.84% |
19.03.2015 | 1.80% | 0.56 | 0.57 | 210'000 | 210'000 | 210'000 | 210'000 | 115'666 | 117'766 | 98.55% | 98.55% |
18.03.2015 | 1.84% | 0.54 | 0.55 | 210'000 | 210'000 | 210'000 | 210'000 | 112'873 | 114'973 | 96.80% | 96.80% |
17.03.2015 | 1.89% | 0.52 | 0.53 | 210'000 | 210'000 | 210'000 | 210'000 | 110'204 | 112'304 | 99.19% | 99.19% |
16.03.2015 | 1.96% | 0.55 | 0.56 | 210'000 | 210'000 | 210'000 | 210'000 | 106'248 | 108'348 | 99.94% | 99.94% |
13.03.2015 | 2.09% | 0.48 | 0.49 | 210'000 | 210'000 | 210'000 | 210'000 | 99'537 | 101'637 | 99.71% | 99.71% |
12.03.2015 | 2.16% | 0.46 | 0.47 | 210'000 | 210'000 | 210'000 | 210'000 | 96'120 | 98'220 | 98.31% | 98.31% |
11.03.2015 | 2.19% | 0.46 | 0.47 | 220'000 | 220'000 | 220'000 | 220'000 | 99'558 | 101'758 | 98.57% | 98.57% |
10.03.2015 | 2.35% | 0.41 | 0.42 | 220'000 | 220'000 | 220'000 | 220'000 | 92'621 | 94'821 | 99.84% | 99.84% |