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 | 1.81% | 1.08 | 1.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'093'870 | 1'113'870 | 100.00% | 100.00% |
19.03.2015 | 1.84% | 1.09 | 1.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'076'300 | 1'096'300 | 96.86% | 96.86% |
18.03.2015 | 1.83% | 1.09 | 1.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'081'640 | 1'101'640 | 100.00% | 100.00% |
17.03.2015 | 1.87% | 1.05 | 1.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'062'010 | 1'082'010 | 100.00% | 100.00% |
16.03.2015 | 1.88% | 1.07 | 1.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'051'160 | 1'071'160 | 99.58% | 99.58% |
13.03.2015 | 1.96% | 1.02 | 1.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'009'980 | 1'029'980 | 99.90% | 99.90% |
12.03.2015 | 1.95% | 1.01 | 1.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'015'110 | 1'035'110 | 99.43% | 99.43% |
11.03.2015 | 1.94% | 1.03 | 1.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'021'360 | 1'041'360 | 100.00% | 100.00% |
10.03.2015 | 1.90% | 1.02 | 1.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'040'860 | 1'060'860 | 100.00% | 100.00% |