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 | 14.18% | 0.13 | 0.15 | 300'000 | 300'000 | 300'000 | 300'000 | 38'676 | 44'562 | 86.85% | 86.85% |
19.03.2015 | 10.64% | 0.13 | 0.15 | 300'000 | 300'000 | 300'000 | 300'000 | 31'174 | 34'620 | 97.23% | 97.23% |
18.03.2015 | 18.87% | 0.06 | 0.07 | 300'000 | 300'000 | 300'000 | 300'000 | 16'266 | 19'619 | 100.00% | 100.00% |
17.03.2015 | 24.64% | 0.04 | 0.05 | 300'000 | 300'000 | 300'000 | 300'000 | 12'174 | 15'495 | 98.53% | 98.53% |
16.03.2015 | 26.90% | 0.05 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 11'155 | 14'419 | 100.00% | 100.00% |
13.03.2015 | 28.93% | 0.03 | 0.05 | 300'000 | 300'000 | 300'000 | 300'000 | 9'889 | 13'200 | 100.00% | 100.00% |
12.03.2015 | 37.26% | 0.05 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 7'657 | 10'990 | 99.89% | 99.89% |
11.03.2015 | 39.17% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 6'961 | 10'280 | 100.00% | 100.00% |
10.03.2015 | 41.22% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 6'057 | 9'218 | 100.00% | 100.00% |