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 | 4.47% | 0.43 | 0.45 | 300'000 | 300'000 | 300'000 | 300'000 | 128'678 | 134'563 | 86.85% | 86.85% |
19.03.2015 | 3.85% | 0.43 | 0.45 | 300'000 | 300'000 | 300'000 | 300'000 | 119'679 | 124'361 | 94.42% | 94.42% |
18.03.2015 | 3.44% | 0.35 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 99'287 | 102'754 | 100.00% | 100.00% |
17.03.2015 | 3.82% | 0.30 | 0.32 | 300'000 | 300'000 | 300'000 | 300'000 | 88'788 | 92'248 | 98.53% | 98.53% |
16.03.2015 | 4.22% | 0.32 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 85'654 | 89'335 | 100.00% | 100.00% |
13.03.2015 | 4.98% | 0.27 | 0.28 | 300'000 | 300'000 | 300'000 | 300'000 | 78'240 | 82'223 | 100.00% | 100.00% |
12.03.2015 | 4.93% | 0.29 | 0.30 | 300'000 | 300'000 | 300'000 | 300'000 | 69'756 | 73'259 | 99.89% | 99.89% |
11.03.2015 | 5.45% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 64'719 | 68'345 | 100.00% | 100.00% |
10.03.2015 | 6.07% | 0.20 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 58'706 | 62'382 | 100.00% | 100.00% |