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 | 5.79% | 0.34 | 0.36 | 400'000 | 400'000 | 400'000 | 400'000 | 134'195 | 142'195 | 100.00% | 100.00% |
19.03.2015 | 6.12% | 0.31 | 0.33 | 400'000 | 400'000 | 400'000 | 400'000 | 126'764 | 134'764 | 100.00% | 100.00% |
18.03.2015 | 6.62% | 0.30 | 0.32 | 400'000 | 400'000 | 400'000 | 400'000 | 116'850 | 124'850 | 99.08% | 99.08% |
17.03.2015 | 6.72% | 0.28 | 0.30 | 400'000 | 400'000 | 400'000 | 400'000 | 115'204 | 123'204 | 100.00% | 100.00% |
16.03.2015 | 6.58% | 0.31 | 0.33 | 400'000 | 400'000 | 400'000 | 400'000 | 117'808 | 125'808 | 98.25% | 98.25% |
13.03.2015 | 7.93% | 0.25 | 0.27 | 400'000 | 400'000 | 399'885 | 400'000 | 96'954 | 104'983 | 100.00% | 100.00% |
12.03.2015 | 8.69% | 0.23 | 0.25 | 400'000 | 400'000 | 400'000 | 400'000 | 88'078 | 96'078 | 99.25% | 99.25% |
11.03.2015 | 8.70% | 0.23 | 0.25 | 400'000 | 400'000 | 400'000 | 400'000 | 87'994 | 95'994 | 100.00% | 100.00% |
10.03.2015 | 9.04% | 0.21 | 0.23 | 400'000 | 400'000 | 400'000 | 400'000 | 84'558 | 92'558 | 100.00% | 100.00% |