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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19.03.2015 | 2.48% | 0.81 | 0.83 | 500'000 | 500'000 | 499'999 | 500'000 | 398'312 | 408'313 | 97.43% | 97.43% |
18.03.2015 | 2.68% | 0.75 | 0.77 | 500'000 | 500'000 | 518'965 | 518'965 | 381'545 | 391'924 | 97.20% | 97.20% |
17.03.2015 | 3.06% | 0.64 | 0.66 | 550'000 | 550'000 | 550'000 | 550'000 | 355'190 | 366'190 | 96.23% | 96.23% |
16.03.2015 | 2.47% | 0.73 | 0.75 | 550'000 | 550'000 | 550'000 | 550'000 | 341'890 | 350'535 | 99.23% | 99.23% |
13.03.2015 | 1.98% | 0.51 | 0.52 | 550'000 | 550'000 | 550'000 | 550'000 | 275'358 | 280'858 | 85.16% | 85.16% |
12.03.2015 | 2.19% | 0.48 | 0.49 | 600'000 | 600'000 | 600'000 | 600'000 | 271'741 | 277'741 | 96.40% | 96.40% |
11.03.2015 | 2.38% | 0.46 | 0.47 | 600'000 | 600'000 | 619'811 | 619'812 | 258'004 | 264'203 | 99.94% | 99.94% |
10.03.2015 | 2.81% | 0.33 | 0.34 | 700'000 | 700'000 | 680'561 | 680'562 | 239'829 | 246'635 | 96.99% | 96.99% |