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 | 2.47% | 0.87 | 0.89 | 500'000 | 500'000 | 500'000 | 500'000 | 401'027 | 411'027 | 96.13% | 96.13% |
19.03.2015 | 1.52% | 0.66 | 0.68 | 500'000 | 500'000 | 503'763 | 503'763 | 337'149 | 342'197 | 98.34% | 98.34% |
18.03.2015 | 1.40% | 0.73 | 0.74 | 750'000 | 750'000 | 731'930 | 731'930 | 524'195 | 531'514 | 94.16% | 94.16% |
17.03.2015 | 1.06% | 0.86 | 0.87 | 700'000 | 700'000 | 679'641 | 679'641 | 645'725 | 652'521 | 93.66% | 93.66% |
16.03.2015 | 0.98% | 1.32 | 1.33 | 650'000 | 650'000 | 669'527 | 669'527 | 690'312 | 697'007 | 97.97% | 97.97% |
13.03.2015 | 1.95% | 0.69 | 0.70 | 750'000 | 750'000 | 750'000 | 750'000 | 384'409 | 391'910 | 95.68% | 95.68% |
12.03.2015 | 1.93% | 0.50 | 0.51 | 750'000 | 750'000 | 750'000 | 750'000 | 384'969 | 392'469 | 95.49% | 95.49% |
11.03.2015 | 2.74% | 0.56 | 0.57 | 750'000 | 750'000 | 750'000 | 750'000 | 280'657 | 288'157 | 97.23% | 97.23% |
10.03.2015 | 6.25% | 0.18 | 0.19 | 750'000 | 750'000 | 750'000 | 750'000 | 119'596 | 127'096 | 97.60% | 97.60% |