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 | 6.31% | 0.17 | 0.18 | 250'000 | 250'000 | 250'000 | 250'000 | 38'531 | 41'031 | 100.00% | 100.00% |
19.03.2015 | 6.29% | 0.14 | 0.15 | 250'000 | 250'000 | 250'000 | 250'000 | 40'277 | 42'777 | 97.15% | 97.15% |
18.03.2015 | 6.13% | 0.17 | 0.18 | 300'000 | 300'000 | 332'463 | 332'463 | 52'479 | 55'804 | 92.32% | 92.32% |
17.03.2015 | 4.35% | 0.21 | 0.22 | 300'000 | 300'000 | 262'481 | 262'481 | 59'226 | 61'851 | 98.39% | 98.39% |
16.03.2015 | 4.35% | 0.29 | 0.30 | 250'000 | 250'000 | 250'000 | 250'000 | 57'344 | 59'844 | 98.80% | 98.80% |
13.03.2015 | 7.40% | 0.15 | 0.16 | 300'000 | 300'000 | 300'000 | 300'000 | 39'375 | 42'375 | 98.41% | 98.41% |
12.03.2015 | 6.45% | 0.14 | 0.15 | 300'000 | 300'000 | 300'000 | 300'000 | 45'103 | 48'103 | 95.39% | 95.39% |
11.03.2015 | 8.84% | 0.15 | 0.16 | 350'000 | 350'000 | 369'281 | 369'281 | 40'367 | 44'060 | 94.92% | 94.92% |
10.03.2015 | 15.76% | 0.06 | 0.07 | 500'000 | 500'000 | 443'350 | 443'350 | 26'292 | 30'725 | 98.51% | 98.51% |