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 | 0.46% | 4.37 | 4.39 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 4'366'790 | 438'679 | 100.00% | 100.00% |
19.03.2015 | 0.47% | 4.26 | 4.28 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 4'235'660 | 425'566 | 100.00% | 100.00% |
18.03.2015 | 0.54% | 3.59 | 3.61 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 3'697'840 | 371'784 | 98.86% | 98.86% |
17.03.2015 | 0.56% | 3.65 | 3.67 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 3'592'700 | 361'270 | 100.00% | 100.00% |
16.03.2015 | 0.57% | 3.57 | 3.59 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 3'373'100 | 339'254 | 99.69% | 99.69% |
13.03.2015 | 0.30% | 3.00 | 3.01 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 3'311'700 | 332'170 | 97.82% | 97.82% |
12.03.2015 | 0.31% | 3.27 | 3.28 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 3'226'300 | 323'630 | 96.99% | 96.99% |
11.03.2015 | 0.29% | 3.34 | 3.35 | 1'000'000 | 100'000 | 274'480 | 34'103 | 916'482 | 115'051 | 98.94% | 98.94% |
10.03.2015 | 0.27% | 3.46 | 3.47 | 10'000 | 10'000 | 10'000 | 10'000 | 37'703 | 37'803 | 99.87% | 99.87% |