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 | 0.64% | 3.13 | 3.15 | 300'000 | 300'000 | 300'000 | 300'000 | 931'490 | 937'490 | 51.76% | 51.76% |
18.03.2015 | 0.66% | 3.04 | 3.06 | 300'000 | 300'000 | 300'000 | 300'000 | 909'729 | 915'729 | 13.12% | 13.12% |
17.03.2015 | 0.67% | 2.93 | 2.95 | 300'000 | 300'000 | 300'000 | 300'000 | 887'082 | 893'082 | 20.91% | 20.91% |
16.03.2015 | 0.69% | 3.03 | 3.05 | 300'000 | 300'000 | 300'000 | 300'000 | 871'839 | 877'839 | 21.75% | 21.75% |
13.03.2015 | 0.71% | 2.81 | 2.83 | 300'000 | 300'000 | 300'000 | 300'000 | 836'838 | 842'838 | 81.91% | 81.91% |
12.03.2015 | 0.73% | 2.76 | 2.78 | 300'000 | 300'000 | 300'000 | 300'000 | 818'979 | 824'979 | 94.77% | 94.77% |
11.03.2015 | 0.74% | 2.74 | 2.76 | 50'000 | 50'000 | 50'000 | 50'000 | 134'235 | 135'235 | 100.00% | 100.00% |
10.03.2015 | 0.76% | 2.57 | 2.59 | 50'000 | 50'000 | 50'000 | 50'000 | 130'421 | 131'421 | 81.60% | 81.60% |
09.03.2015 | 0.77% | 2.58 | 2.60 | 50'000 | 50'000 | 50'000 | 50'000 | 128'574 | 129'574 | 99.83% | 99.83% |