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 | 0.86% | 1.14 | 1.15 | 50'000 | 50'000 | 50'000 | 50'000 | 57'840 | 58'340 | 93.94% | 93.94% |
19.03.2015 | 1.05% | 1.11 | 1.12 | 100'000 | 100'000 | 100'000 | 100'000 | 95'764 | 96'764 | 96.80% | 96.80% |
18.03.2015 | 1.26% | 0.84 | 0.85 | 100'000 | 100'000 | 100'000 | 100'000 | 78'772 | 79'772 | 94.08% | 94.08% |
17.03.2015 | 1.50% | 0.76 | 0.77 | 100'000 | 100'000 | 100'000 | 100'000 | 66'685 | 67'685 | 97.81% | 97.81% |
16.03.2015 | 1.58% | 0.58 | 0.59 | 100'000 | 100'000 | 100'000 | 100'000 | 62'986 | 63'986 | 97.56% | 97.56% |
13.03.2015 | 1.40% | 0.65 | 0.66 | 100'000 | 100'000 | 100'000 | 100'000 | 70'910 | 71'910 | 97.52% | 97.52% |
12.03.2015 | 1.53% | 0.69 | 0.70 | 100'000 | 100'000 | 100'000 | 100'000 | 64'931 | 65'931 | 98.96% | 98.96% |
11.03.2015 | 1.57% | 0.63 | 0.64 | 100'000 | 100'000 | 100'000 | 100'000 | 63'158 | 64'158 | 97.90% | 97.90% |
10.03.2015 | 1.43% | 0.65 | 0.66 | 100'000 | 100'000 | 100'000 | 100'000 | 69'473 | 70'473 | 96.41% | 96.41% |