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 | 1.20% | 1.93 | 1.96 | 40'000 | 40'000 | 40'000 | 40'000 | 77'460 | 78'392 | 100.00% | 100.00% |
19.03.2015 | 1.06% | 1.85 | 1.87 | 40'000 | 40'000 | 40'000 | 40'000 | 74'822 | 75'622 | 98.50% | 98.50% |
18.03.2015 | 1.07% | 1.86 | 1.88 | 40'000 | 40'000 | 40'000 | 40'000 | 74'599 | 75'399 | 96.61% | 96.61% |
17.03.2015 | 1.12% | 1.79 | 1.81 | 40'000 | 40'000 | 40'000 | 40'000 | 71'042 | 71'842 | 97.93% | 97.93% |
16.03.2015 | 1.12% | 1.81 | 1.83 | 40'000 | 40'000 | 40'000 | 40'000 | 70'980 | 71'780 | 99.90% | 99.90% |
13.03.2015 | 1.18% | 1.68 | 1.70 | 40'000 | 40'000 | 40'000 | 40'000 | 67'656 | 68'456 | 99.55% | 99.55% |
12.03.2015 | 1.21% | 1.66 | 1.68 | 40'000 | 40'000 | 40'000 | 40'000 | 65'779 | 66'579 | 99.24% | 99.24% |
11.03.2015 | 1.28% | 1.60 | 1.62 | 40'000 | 40'000 | 40'000 | 40'000 | 62'230 | 63'030 | 98.55% | 98.55% |
10.03.2015 | 1.32% | 1.49 | 1.51 | 40'000 | 40'000 | 40'000 | 40'000 | 60'368 | 61'168 | 99.68% | 99.68% |