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 | 4.21% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 232'520 | 242'520 | 99.87% | 99.87% |
19.03.2015 | 4.92% | 0.23 | 0.24 | 1'000'000 | 1'000'000 | 999'932 | 999'973 | 199'860 | 209'868 | 99.94% | 99.94% |
18.03.2015 | 7.17% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 999'763 | 999'952 | 134'863 | 144'890 | 100.00% | 100.00% |
17.03.2015 | 9.11% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 999'949 | 999'775 | 105'238 | 115'216 | 86.83% | 86.83% |
16.03.2015 | 9.51% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 999'842 | 999'904 | 102'231 | 112'240 | 99.68% | 99.68% |
13.03.2015 | 10.18% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'895 | 999'851 | 93'748 | 103'744 | 100.00% | 100.00% |
12.03.2015 | 12.82% | 0.12 | 0.13 | 838'000 | 1'000'000 | 999'535 | 1'000'000 | 73'640 | 83'675 | 86.58% | 86.58% |
11.03.2015 | 13.52% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'971 | 1'000'000 | 69'258 | 79'260 | 100.00% | 100.00% |
10.03.2015 | 14.78% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'081 | 73'081 | 100.00% | 100.00% |