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 | 5.01% | 0.39 | 0.41 | 150'000 | 150'000 | 150'000 | 150'000 | 58'423 | 61'423 | 75.98% | 75.98% |
19.03.2015 | 2.32% | 0.40 | 0.41 | 200'000 | 200'000 | 164'905 | 164'911 | 70'165 | 71'816 | 76.55% | 76.55% |
18.03.2015 | 2.68% | 0.36 | 0.37 | 200'000 | 200'000 | 165'323 | 165'323 | 61'100 | 62'753 | 59.31% | 59.31% |
17.03.2015 | 3.70% | 0.34 | 0.35 | 200'000 | 200'000 | 220'623 | 220'623 | 58'901 | 61'107 | 72.53% | 72.53% |
16.03.2015 | 4.51% | 0.23 | 0.24 | 250'000 | 250'000 | 250'841 | 250'841 | 54'510 | 57'018 | 74.67% | 74.67% |
13.03.2015 | 3.84% | 0.21 | 0.22 | 250'000 | 250'000 | 211'702 | 211'702 | 53'936 | 56'053 | 72.13% | 72.13% |
12.03.2015 | 4.78% | 0.24 | 0.25 | 250'000 | 250'000 | 267'492 | 267'492 | 54'735 | 57'410 | 66.40% | 66.40% |
11.03.2015 | 3.79% | 0.22 | 0.23 | 250'000 | 250'000 | 215'131 | 215'131 | 55'911 | 58'063 | 76.33% | 76.33% |
10.03.2015 | 2.97% | 0.27 | 0.28 | 200'000 | 200'000 | 167'276 | 167'276 | 55'356 | 57'029 | 65.22% | 65.22% |