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 | 1.59% | 1.25 | 1.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'247'700 | 1'267'700 | 99.87% | 99.87% |
19.03.2015 | 1.63% | 1.25 | 1.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'213'620 | 1'233'620 | 99.94% | 99.94% |
18.03.2015 | 1.73% | 1.16 | 1.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'144'160 | 1'164'160 | 100.00% | 100.00% |
17.03.2015 | 1.79% | 1.12 | 1.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'106'960 | 1'126'960 | 87.81% | 87.81% |
16.03.2015 | 1.80% | 1.13 | 1.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'099'660 | 1'119'660 | 99.69% | 99.69% |
13.03.2015 | 1.84% | 1.08 | 1.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'074'260 | 1'094'260 | 100.00% | 100.00% |
12.03.2015 | 1.90% | 1.10 | 1.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'041'660 | 1'061'660 | 98.95% | 98.95% |
11.03.2015 | 1.94% | 1.02 | 1.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'022'500 | 1'042'500 | 100.00% | 100.00% |
10.03.2015 | 1.99% | 1.00 | 1.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 997'272 | 1'017'270 | 100.00% | 100.00% |