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 | 0.95% | 1.05 | 1.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'042'520 | 1'052'520 | 99.87% | 99.87% |
19.03.2015 | 0.99% | 1.04 | 1.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'009'510 | 1'019'510 | 99.94% | 99.94% |
18.03.2015 | 1.06% | 0.96 | 0.97 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 940'920 | 950'920 | 100.00% | 100.00% |
17.03.2015 | 1.10% | 0.91 | 0.92 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 903'075 | 913'075 | 87.81% | 87.81% |
16.03.2015 | 1.11% | 0.93 | 0.94 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 894'747 | 904'747 | 99.69% | 99.69% |
13.03.2015 | 1.15% | 0.88 | 0.89 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 868'404 | 878'404 | 100.00% | 100.00% |
12.03.2015 | 1.19% | 0.90 | 0.91 | 1'000'000 | 1'000'000 | 999'978 | 999'981 | 837'705 | 847'708 | 98.95% | 98.95% |
11.03.2015 | 1.22% | 0.81 | 0.82 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 817'612 | 827'612 | 100.00% | 100.00% |
10.03.2015 | 1.26% | 0.79 | 0.80 | 1'000'000 | 1'000'000 | 999'845 | 999'842 | 791'809 | 801'808 | 100.00% | 100.00% |