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 | - | - |
19.03.2015 | 1.67% | 0.62 | 0.63 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 596'387 | 606'387 | 99.79% | 99.79% |
18.03.2015 | 1.89% | 0.54 | 0.55 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 524'479 | 534'479 | 99.98% | 99.98% |
17.03.2015 | 2.20% | 0.44 | 0.45 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 451'928 | 461'928 | 99.87% | 99.87% |
16.03.2015 | 2.30% | 0.53 | 0.54 | 1'000'000 | 1'000'000 | 999'996 | 1'000'000 | 436'032 | 446'034 | 99.63% | 99.63% |
13.03.2015 | 2.95% | 0.35 | 0.36 | 1'000'000 | 1'000'000 | 999'985 | 999'979 | 334'343 | 344'341 | 99.96% | 99.96% |
12.03.2015 | 3.27% | 0.32 | 0.33 | 1'000'000 | 1'000'000 | 999'997 | 999'997 | 301'100 | 311'100 | 98.93% | 98.93% |
11.03.2015 | 3.54% | 0.31 | 0.32 | 1'000'000 | 1'000'000 | 999'836 | 999'881 | 277'779 | 287'788 | 99.97% | 99.97% |
10.03.2015 | 4.24% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 999'939 | 999'890 | 233'782 | 243'771 | 99.91% | 99.91% |
09.03.2015 | 4.38% | 0.23 | 0.24 | 1'000'000 | 1'000'000 | 999'906 | 999'902 | 224'023 | 234'022 | 99.95% | 99.95% |