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 | 1.50% | 1.32 | 1.34 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'321'360 | 1'341'360 | 99.88% | 99.88% |
19.03.2015 | 1.58% | 1.27 | 1.29 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'252'960 | 1'272'960 | 99.93% | 99.93% |
18.03.2015 | 1.61% | 1.24 | 1.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'232'970 | 1'252'970 | 100.00% | 100.00% |
17.03.2015 | 1.64% | 1.21 | 1.23 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'210'530 | 1'230'530 | 87.46% | 87.46% |
16.03.2015 | 1.67% | 1.25 | 1.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'189'750 | 1'209'750 | 99.48% | 99.48% |
13.03.2015 | 1.73% | 1.15 | 1.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'147'010 | 1'167'010 | 100.00% | 100.00% |
12.03.2015 | 1.76% | 1.13 | 1.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'124'900 | 1'144'900 | 98.95% | 98.95% |
11.03.2015 | 1.77% | 1.13 | 1.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'119'360 | 1'139'360 | 100.00% | 100.00% |
10.03.2015 | 1.84% | 1.06 | 1.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'078'480 | 1'098'480 | 100.00% | 100.00% |