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 | 3.52% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 278'904 | 288'904 | 100.00% | 100.00% |
19.03.2015 | 3.48% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 282'856 | 292'856 | 98.45% | 98.45% |
18.03.2015 | 3.72% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 264'108 | 274'108 | 100.00% | 100.00% |
17.03.2015 | 3.95% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 999'935 | 1'000'000 | 248'442 | 258'458 | 100.00% | 100.00% |
16.03.2015 | 4.11% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 999'966 | 1'000'000 | 238'662 | 248'671 | 99.57% | 99.57% |
13.03.2015 | 4.30% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 227'488 | 237'488 | 99.91% | 99.91% |
12.03.2015 | 4.28% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 228'640 | 238'640 | 99.43% | 99.43% |
11.03.2015 | 4.08% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 999'956 | 1'000'000 | 240'249 | 250'259 | 100.00% | 100.00% |
10.03.2015 | 4.24% | 0.23 | 0.24 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 231'530 | 241'530 | 100.00% | 100.00% |