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 | 12.25% | 1.35 | 1.52 | 500'000 | 20'000 | 500'000 | 20'000 | 665'544 | 30'097 | 100.00% | 100.00% |
19.03.2015 | 6.26% | 1.43 | 1.47 | 1'000'000 | 40'000 | 672'907 | 26'916 | 974'696 | 41'162 | 100.00% | 100.00% |
18.03.2015 | 9.47% | 0.86 | 0.89 | 1'000'000 | 40'000 | 664'501 | 26'580 | 685'603 | 29'949 | 97.19% | 98.30% |
17.03.2015 | 7.82% | 1.25 | 1.29 | 1'000'000 | 40'000 | 666'752 | 26'670 | 793'797 | 34'023 | 98.15% | 99.19% |
16.03.2015 | 7.21% | 1.24 | 1.28 | 1'000'000 | 40'000 | 670'061 | 26'802 | 810'038 | 34'499 | 99.14% | 99.14% |
13.03.2015 | 3.43% | 1.06 | 1.09 | 1'000'000 | 40'000 | 662'750 | 26'510 | 871'349 | 36'039 | 96.99% | 96.99% |
12.03.2015 | 6.52% | 1.43 | 1.46 | 1'000'000 | 40'000 | 672'897 | 26'916 | 812'002 | 34'161 | 100.00% | 100.00% |
11.03.2015 | 4.78% | 1.30 | 1.33 | 1'000'000 | 40'000 | 329'449 | 19'680 | 432'383 | 26'629 | 96.58% | 96.76% |
10.03.2015 | 5.93% | 1.26 | 1.28 | 20'000 | 20'000 | 12'850 | 12'850 | 19'651 | 20'750 | 100.00% | 100.00% |