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 | 5.46% | 0.19 | 0.20 | 250'000 | 250'000 | 250'000 | 250'000 | 44'656 | 47'156 | 97.78% | 97.78% |
19.03.2015 | 6.93% | 0.15 | 0.16 | 250'000 | 250'000 | 268'855 | 268'855 | 38'005 | 40'694 | 96.87% | 96.87% |
18.03.2015 | 7.25% | 0.13 | 0.14 | 300'000 | 300'000 | 306'848 | 306'848 | 42'010 | 45'078 | 94.07% | 94.07% |
17.03.2015 | 3.34% | 0.24 | 0.25 | 250'000 | 250'000 | 250'000 | 250'000 | 74'868 | 77'368 | 99.25% | 99.25% |
16.03.2015 | 2.56% | 0.45 | 0.46 | 250'000 | 250'000 | 250'000 | 250'000 | 96'958 | 99'458 | 100.00% | 100.00% |
13.03.2015 | 3.78% | 0.30 | 0.31 | 250'000 | 250'000 | 250'000 | 250'000 | 65'211 | 67'711 | 98.13% | 98.13% |
12.03.2015 | 3.59% | 0.28 | 0.29 | 250'000 | 250'000 | 250'000 | 250'000 | 68'478 | 70'978 | 98.45% | 98.45% |
11.03.2015 | 5.31% | 0.25 | 0.26 | 300'000 | 300'000 | 299'701 | 299'704 | 56'005 | 59'002 | 100.00% | 100.00% |
10.03.2015 | 8.59% | 0.11 | 0.12 | 400'000 | 400'000 | 342'796 | 342'795 | 38'758 | 42'186 | 95.45% | 95.45% |