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 | 2.43% | 0.94 | 0.96 | 200'000 | 100'000 | 200'000 | 100'000 | 182'463 | 93'471 | 88.48% | 88.48% |
19.03.2015 | 2.85% | 0.77 | 0.79 | 200'000 | 100'000 | 200'000 | 100'000 | 153'195 | 78'812 | 99.95% | 99.95% |
18.03.2015 | 2.96% | 0.74 | 0.76 | 200'000 | 100'000 | 200'000 | 100'000 | 145'873 | 75'124 | 99.55% | 99.55% |
17.03.2015 | 3.34% | 0.66 | 0.69 | 200'000 | 100'000 | 200'000 | 100'000 | 126'646 | 65'476 | 100.00% | 100.00% |
16.03.2015 | 3.47% | 0.64 | 0.66 | 200'000 | 100'000 | 200'000 | 100'000 | 125'342 | 64'879 | 100.00% | 100.00% |
13.03.2015 | 3.59% | 0.62 | 0.64 | 200'000 | 100'000 | 200'000 | 100'000 | 121'739 | 63'092 | 100.00% | 100.00% |
12.03.2015 | 3.45% | 0.60 | 0.62 | 200'000 | 100'000 | 200'000 | 100'000 | 123'893 | 64'120 | 100.00% | 100.00% |
11.03.2015 | 3.72% | 0.63 | 0.66 | 200'000 | 100'000 | 200'000 | 100'000 | 118'320 | 61'398 | 99.13% | 100.00% |
10.03.2015 | 4.15% | 0.52 | 0.55 | 200'000 | 100'000 | 200'000 | 100'000 | 105'353 | 54'911 | 96.58% | 98.81% |