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 | 11.94% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 78'903 | 88'903 | 100.00% | 100.00% |
19.03.2015 | 11.53% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'996 | 1'000'000 | 82'905 | 92'906 | 98.45% | 98.45% |
18.03.2015 | 14.21% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'987 | 1'000'000 | 65'944 | 75'945 | 100.00% | 100.00% |
17.03.2015 | 17.95% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'973 | 1'000'000 | 50'813 | 60'814 | 100.00% | 100.00% |
16.03.2015 | 19.81% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'888 | 1'000'000 | 46'786 | 56'793 | 99.57% | 99.57% |
13.03.2015 | 21.68% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 41'343 | 51'343 | 99.91% | 99.91% |
12.03.2015 | 21.37% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 42'100 | 52'100 | 99.43% | 99.43% |
11.03.2015 | 17.90% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 51'036 | 61'036 | 100.00% | 100.00% |
10.03.2015 | 19.12% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 48'288 | 58'288 | 100.00% | 100.00% |