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 | 11.63% | 0.16 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 162'307 | 182'307 | 99.87% | 99.87% |
19.03.2015 | 9.75% | 0.16 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 196'538 | 216'538 | 99.94% | 99.94% |
18.03.2015 | 7.25% | 0.25 | 0.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 266'327 | 286'327 | 100.00% | 100.00% |
17.03.2015 | 6.38% | 0.29 | 0.31 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 303'873 | 323'873 | 87.81% | 87.81% |
16.03.2015 | 6.25% | 0.28 | 0.30 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 311'464 | 331'464 | 99.69% | 99.69% |
13.03.2015 | 5.73% | 0.33 | 0.35 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 339'523 | 359'523 | 100.00% | 100.00% |
12.03.2015 | 5.27% | 0.32 | 0.34 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 370'764 | 390'764 | 98.95% | 98.95% |
11.03.2015 | 4.99% | 0.40 | 0.42 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 390'957 | 410'957 | 100.00% | 100.00% |
10.03.2015 | 4.69% | 0.41 | 0.43 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 416'529 | 436'529 | 100.00% | 100.00% |