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 | 1.50% | 1.32 | 1.34 | 100'000 | 100'000 | 284'254 | 284'569 | 375'460 | 381'567 | 79.06% | 79.06% |
19.03.2015 | 1.59% | 1.27 | 1.29 | 500'000 | 500'000 | 500'000 | 500'000 | 625'393 | 635'393 | 100.00% | 100.00% |
18.03.2015 | 1.61% | 1.24 | 1.26 | 500'000 | 500'000 | 500'000 | 500'000 | 616'712 | 626'712 | 99.88% | 99.88% |
17.03.2015 | 1.63% | 1.21 | 1.23 | 500'000 | 500'000 | 500'000 | 500'000 | 608'330 | 618'330 | 100.00% | 100.00% |
16.03.2015 | 1.67% | 1.25 | 1.27 | 500'000 | 500'000 | 500'000 | 500'000 | 594'955 | 604'955 | 99.84% | 99.84% |
13.03.2015 | 1.73% | 1.15 | 1.17 | 500'000 | 500'000 | 500'000 | 500'000 | 573'596 | 583'596 | 99.88% | 99.88% |
12.03.2015 | 1.76% | 1.13 | 1.15 | 500'000 | 500'000 | 500'000 | 500'000 | 562'714 | 572'714 | 99.40% | 99.40% |
11.03.2015 | 1.77% | 1.13 | 1.15 | 500'000 | 500'000 | 500'000 | 500'000 | 559'888 | 569'888 | 98.92% | 98.92% |
10.03.2015 | 1.84% | 1.06 | 1.08 | 500'000 | 500'000 | 500'000 | 500'000 | 538'723 | 548'723 | 96.17% | 96.17% |