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 | 1.63% | 0.62 | 0.63 | 100'000 | 100'000 | 100'000 | 100'000 | 60'872 | 61'872 | 99.67% | 99.67% |
19.03.2015 | 1.77% | 0.57 | 0.58 | 200'000 | 200'000 | 134'734 | 134'734 | 75'962 | 77'309 | 97.32% | 97.32% |
18.03.2015 | 2.10% | 0.46 | 0.47 | 200'000 | 200'000 | 168'557 | 168'557 | 79'480 | 81'165 | 89.50% | 89.50% |
17.03.2015 | 2.15% | 0.45 | 0.46 | 200'000 | 200'000 | 167'184 | 167'184 | 77'016 | 78'687 | 97.28% | 97.28% |
16.03.2015 | 2.85% | 0.46 | 0.47 | 200'000 | 200'000 | 193'090 | 193'090 | 68'410 | 70'341 | 95.32% | 95.32% |
13.03.2015 | 3.39% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 58'094 | 60'094 | 98.05% | 98.05% |
12.03.2015 | 3.51% | 0.29 | 0.30 | 200'000 | 200'000 | 200'000 | 200'000 | 56'041 | 58'041 | 97.20% | 97.20% |
11.03.2015 | 3.42% | 0.28 | 0.29 | 200'000 | 200'000 | 200'000 | 200'000 | 57'567 | 59'567 | 96.89% | 96.89% |
10.03.2015 | 3.39% | 0.29 | 0.30 | 200'000 | 200'000 | 200'000 | 200'000 | 58'139 | 60'139 | 94.54% | 94.54% |