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 | 2.09% | 0.95 | 0.97 | 1'000'000 | 10'000 | 1'000'000 | 10'000 | 946'086 | 9'661 | 100.00% | 100.00% |
19.03.2015 | 2.11% | 0.87 | 0.89 | 1'000'000 | 10'000 | 1'000'000 | 10'000 | 938'056 | 9'581 | 82.86% | 82.86% |
18.03.2015 | 2.79% | 0.67 | 0.69 | 1'000'000 | 10'000 | 1'000'000 | 10'000 | 708'340 | 7'283 | 99.42% | 99.42% |
17.03.2015 | 2.73% | 0.69 | 0.71 | 1'000'000 | 10'000 | 1'000'000 | 10'000 | 723'226 | 7'432 | 100.00% | 100.00% |
16.03.2015 | 2.97% | 0.77 | 0.79 | 1'000'000 | 10'000 | 1'000'000 | 10'000 | 669'510 | 6'895 | 94.64% | 94.64% |
13.03.2015 | 1.83% | 0.51 | 0.53 | 1'000'000 | 10'000 | 1'000'000 | 10'000 | 646'557 | 6'580 | 100.00% | 100.00% |
12.03.2015 | 1.77% | 0.64 | 0.65 | 1'000'000 | 10'000 | 1'000'000 | 10'000 | 563'329 | 5'733 | 99.57% | 100.00% |
11.03.2015 | 1.80% | 0.53 | 0.54 | 1'000'000 | 10'000 | 280'632 | 10'000 | 147'111 | 5'627 | 96.77% | 97.03% |
10.03.2015 | 1.51% | 0.58 | 0.59 | 10'000 | 10'000 | 10'000 | 10'000 | 6'607 | 6'707 | 99.52% | 100.00% |