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 | 1.67% | 2.38 | 2.42 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 2'371'550 | 241'155 | 100.00% | 100.00% |
19.03.2015 | 1.78% | 2.25 | 2.29 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 2'233'860 | 227'386 | 100.00% | 100.00% |
18.03.2015 | 2.35% | 1.59 | 1.63 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'687'180 | 172'718 | 98.86% | 98.86% |
17.03.2015 | 2.49% | 1.64 | 1.68 | 1'000'000 | 100'000 | 1'000'000 | 99'999 | 1'588'440 | 162'843 | 100.00% | 100.00% |
16.03.2015 | 2.80% | 1.57 | 1.61 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'397'810 | 143'726 | 99.69% | 99.69% |
13.03.2015 | 1.02% | 1.09 | 1.12 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'364'300 | 137'752 | 97.81% | 97.81% |
12.03.2015 | 0.75% | 1.35 | 1.36 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'323'090 | 133'309 | 96.78% | 96.99% |
11.03.2015 | 0.65% | 1.43 | 1.44 | 1'000'000 | 100'000 | 274'634 | 34'127 | 395'026 | 50'231 | 98.98% | 98.98% |
10.03.2015 | 0.54% | 1.58 | 1.59 | 10'000 | 10'000 | 10'000 | 10'000 | 18'555 | 18'655 | 99.87% | 99.87% |