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 | 13.62% | 0.14 | 0.16 | 400'000 | 400'000 | 399'765 | 400'000 | 54'809 | 62'842 | 100.00% | 100.00% |
19.03.2015 | 15.48% | 0.11 | 0.13 | 400'000 | 400'000 | 399'739 | 400'000 | 47'738 | 55'771 | 100.00% | 100.00% |
18.03.2015 | 17.39% | 0.11 | 0.13 | 400'000 | 400'000 | 399'582 | 400'000 | 42'079 | 50'125 | 98.95% | 99.07% |
17.03.2015 | 17.96% | 0.09 | 0.11 | 400'000 | 400'000 | 399'842 | 400'000 | 40'846 | 48'865 | 100.00% | 100.00% |
16.03.2015 | 17.03% | 0.13 | 0.15 | 400'000 | 400'000 | 399'796 | 400'000 | 43'458 | 51'479 | 98.28% | 98.28% |
13.03.2015 | 13.52% | 0.07 | 0.08 | 500'000 | 500'000 | 499'707 | 500'000 | 34'540 | 39'562 | 100.00% | 100.00% |
12.03.2015 | 17.76% | 0.06 | 0.07 | 500'000 | 500'000 | 499'939 | 500'000 | 25'752 | 30'755 | 99.25% | 99.25% |
11.03.2015 | 17.62% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 26'013 | 31'013 | 100.00% | 100.00% |
10.03.2015 | 18.18% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 25'004 | 30'004 | 100.00% | 100.00% |