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 | 1.28% | 1.56 | 1.58 | 300'000 | 300'000 | 300'000 | 300'000 | 465'054 | 471'054 | 88.61% | 88.61% |
19.03.2015 | 1.33% | 1.50 | 1.52 | 300'000 | 300'000 | 299'780 | 299'780 | 449'316 | 455'316 | 94.53% | 94.53% |
18.03.2015 | 1.33% | 1.49 | 1.51 | 300'000 | 300'000 | 300'000 | 300'000 | 447'830 | 453'830 | 100.00% | 100.00% |
17.03.2015 | 1.40% | 1.43 | 1.45 | 300'000 | 300'000 | 300'000 | 300'000 | 424'288 | 430'288 | 100.00% | 100.00% |
16.03.2015 | 1.41% | 1.44 | 1.46 | 300'000 | 300'000 | 300'000 | 300'000 | 422'319 | 428'319 | 100.00% | 100.00% |
13.03.2015 | 1.47% | 1.36 | 1.38 | 300'000 | 300'000 | 300'000 | 300'000 | 405'711 | 411'711 | 100.00% | 100.00% |
12.03.2015 | 1.53% | 1.31 | 1.33 | 300'000 | 300'000 | 300'000 | 300'000 | 390'051 | 396'051 | 100.00% | 100.00% |
11.03.2015 | 1.64% | 1.26 | 1.28 | 300'000 | 300'000 | 300'000 | 300'000 | 362'300 | 368'300 | 96.31% | 96.31% |
10.03.2015 | 1.75% | 1.13 | 1.15 | 300'000 | 300'000 | 300'000 | 300'000 | 340'754 | 346'754 | 100.00% | 100.00% |