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 | 9.58% | 1.36 | 1.49 | 500'000 | 10'000 | 500'000 | 10'000 | 679'533 | 14'959 | 100.00% | 100.00% |
19.03.2015 | 7.51% | 1.41 | 1.44 | 1'000'000 | 20'000 | 672'646 | 13'453 | 979'224 | 20'853 | 100.00% | 100.00% |
18.03.2015 | 7.45% | 1.26 | 1.28 | 1'000'000 | 20'000 | 672'299 | 13'446 | 898'501 | 19'124 | 99.81% | 99.81% |
17.03.2015 | 5.00% | 1.36 | 1.38 | 1'000'000 | 20'000 | 668'506 | 13'370 | 874'027 | 18'222 | 98.67% | 98.67% |
16.03.2015 | 8.15% | 1.33 | 1.36 | 1'000'000 | 20'000 | 672'675 | 13'454 | 831'411 | 17'701 | 100.00% | 100.00% |
13.03.2015 | 4.39% | 1.03 | 1.05 | 1'000'000 | 20'000 | 672'074 | 13'441 | 781'593 | 16'225 | 99.75% | 99.75% |
12.03.2015 | 6.93% | 1.21 | 1.22 | 1'000'000 | 20'000 | 672'852 | 13'457 | 785'165 | 16'574 | 100.00% | 100.00% |
11.03.2015 | 6.60% | 1.18 | 1.20 | 1'000'000 | 20'000 | 321'740 | 13'220 | 385'964 | 16'974 | 96.51% | 97.48% |
10.03.2015 | 6.54% | 1.29 | 1.30 | 20'000 | 20'000 | 12'850 | 12'850 | 16'812 | 17'758 | 100.00% | 100.00% |