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 | - | - |
23.01.2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22.01.2015 | 2.50% | 0.34 | 0.35 | 150'000 | 150'000 | 648'525 | 648'438 | 260'775 | 267'223 | 65.41% | 65.41% |
21.01.2015 | 1.94% | 0.37 | 0.38 | 750'000 | 750'000 | 749'965 | 749'980 | 386'959 | 394'469 | 96.93% | 96.93% |
20.01.2015 | 2.20% | 0.49 | 0.50 | 750'000 | 750'000 | 749'917 | 749'956 | 339'161 | 346'676 | 99.76% | 99.76% |
19.01.2015 | 1.95% | 0.52 | 0.53 | 750'000 | 750'000 | 749'999 | 749'980 | 384'003 | 391'492 | 98.67% | 98.67% |
16.01.2015 | 1.10% | 0.63 | 0.64 | 750'000 | 750'000 | 749'960 | 749'994 | 687'960 | 695'496 | 98.23% | 98.23% |
15.01.2015 | 0.85% | 0.96 | 0.97 | 750'000 | 750'000 | 749'994 | 749'964 | 893'273 | 900'745 | 90.93% | 90.93% |
14.01.2015 | 0.69% | 1.53 | 1.54 | 750'000 | 750'000 | 750'000 | 749'996 | 1'093'150 | 1'100'650 | 96.27% | 96.27% |
13.01.2015 | 0.69% | 1.27 | 1.28 | 750'000 | 750'000 | 749'999 | 749'998 | 1'086'730 | 1'094'230 | 98.47% | 98.47% |