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 | 1.37% | 1.44 | 1.46 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'445'060 | 1'465'060 | 99.88% | 99.88% |
19.03.2015 | 1.44% | 1.39 | 1.41 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'376'510 | 1'396'510 | 99.93% | 99.93% |
18.03.2015 | 1.46% | 1.36 | 1.38 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'358'710 | 1'378'710 | 100.00% | 100.00% |
17.03.2015 | 1.49% | 1.33 | 1.35 | 1'000'000 | 1'000'000 | 999'996 | 1'000'000 | 1'333'430 | 1'353'440 | 87.46% | 87.46% |
16.03.2015 | 1.51% | 1.38 | 1.40 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'312'730 | 1'332'730 | 99.48% | 99.48% |
13.03.2015 | 1.56% | 1.28 | 1.30 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'269'260 | 1'289'260 | 100.00% | 100.00% |
12.03.2015 | 1.59% | 1.25 | 1.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'249'710 | 1'269'710 | 98.95% | 98.95% |
11.03.2015 | 1.60% | 1.25 | 1.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'242'710 | 1'262'710 | 100.00% | 100.00% |
10.03.2015 | 1.65% | 1.19 | 1.21 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'201'660 | 1'221'660 | 100.00% | 100.00% |