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 | 1.91% | 0.53 | 0.54 | 100'000 | 100'000 | 100'000 | 100'000 | 51'961 | 52'961 | 99.89% | 99.89% |
19.03.2015 | 2.23% | 0.51 | 0.52 | 100'000 | 100'000 | 141'679 | 141'679 | 62'653 | 64'069 | 94.51% | 94.51% |
18.03.2015 | 3.16% | 0.29 | 0.30 | 200'000 | 200'000 | 187'644 | 187'644 | 58'345 | 60'222 | 92.86% | 92.86% |
17.03.2015 | 3.21% | 0.32 | 0.33 | 200'000 | 200'000 | 200'000 | 200'000 | 61'329 | 63'329 | 95.56% | 95.56% |
16.03.2015 | 3.22% | 0.31 | 0.32 | 200'000 | 200'000 | 195'636 | 195'636 | 59'880 | 61'836 | 96.90% | 96.90% |
13.03.2015 | 3.48% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 56'632 | 58'632 | 96.49% | 96.49% |
12.03.2015 | 4.37% | 0.25 | 0.26 | 200'000 | 200'000 | 243'984 | 243'984 | 54'674 | 57'114 | 97.77% | 97.77% |
11.03.2015 | 4.08% | 0.24 | 0.25 | 250'000 | 250'000 | 230'758 | 230'758 | 55'337 | 57'644 | 96.72% | 96.72% |
10.03.2015 | 3.97% | 0.24 | 0.25 | 250'000 | 250'000 | 223'431 | 223'431 | 55'001 | 57'235 | 97.85% | 97.85% |