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 | 2.26% | 0.44 | 0.45 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 437'701 | 447'701 | 99.87% | 99.87% |
19.03.2015 | 2.45% | 0.44 | 0.45 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 403'617 | 413'617 | 99.94% | 99.94% |
18.03.2015 | 2.95% | 0.35 | 0.36 | 1'000'000 | 1'000'000 | 999'989 | 1'000'000 | 334'175 | 344'179 | 100.00% | 100.00% |
17.03.2015 | 3.31% | 0.31 | 0.32 | 1'000'000 | 1'000'000 | 999'857 | 999'880 | 296'993 | 306'998 | 86.83% | 86.83% |
16.03.2015 | 3.40% | 0.32 | 0.33 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 290'689 | 300'689 | 99.68% | 99.68% |
13.03.2015 | 3.68% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 999'998 | 1'000'000 | 267'465 | 277'466 | 100.00% | 100.00% |
12.03.2015 | 4.12% | 0.29 | 0.30 | 1'000'000 | 1'000'000 | 999'989 | 1'000'000 | 239'222 | 249'225 | 98.95% | 98.95% |
11.03.2015 | 4.39% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 999'914 | 1'000'000 | 222'753 | 232'773 | 100.00% | 100.00% |
10.03.2015 | 4.82% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 999'891 | 1'000'000 | 202'932 | 212'953 | 100.00% | 100.00% |