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 | 1.13% | 1.76 | 1.78 | 50'000 | 50'000 | 50'000 | 50'000 | 88'230 | 89'230 | 99.65% | 99.65% |
19.03.2015 | 0.55% | 1.77 | 1.78 | 145'000 | 145'000 | 89'137 | 89'137 | 160'379 | 161'270 | 98.56% | 98.56% |
18.03.2015 | 0.57% | 1.72 | 1.73 | 145'000 | 145'000 | 90'720 | 90'720 | 157'348 | 158'255 | 95.13% | 95.13% |
17.03.2015 | 0.62% | 1.70 | 1.71 | 145'000 | 145'000 | 91'163 | 91'163 | 149'243 | 150'154 | 99.15% | 99.15% |
16.03.2015 | 0.66% | 1.52 | 1.53 | 145'000 | 145'000 | 99'750 | 99'750 | 150'383 | 151'380 | 99.13% | 99.13% |
13.03.2015 | 0.64% | 1.46 | 1.47 | 145'000 | 145'000 | 99'711 | 99'711 | 154'422 | 155'419 | 98.95% | 98.95% |
12.03.2015 | 0.69% | 1.52 | 1.53 | 145'000 | 145'000 | 99'731 | 99'731 | 145'476 | 146'473 | 98.72% | 98.72% |
11.03.2015 | 0.65% | 1.48 | 1.49 | 145'000 | 145'000 | 99'608 | 99'608 | 151'352 | 152'348 | 98.70% | 98.70% |
10.03.2015 | 0.61% | 1.55 | 1.56 | 145'000 | 145'000 | 100'237 | 100'237 | 163'360 | 164'363 | 95.99% | 95.99% |