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 | 0.72% | 2.76 | 2.78 | 500'000 | 10'000 | 500'000 | 10'000 | 1'383'570 | 27'871 | 88.71% | 88.71% |
19.03.2015 | 0.71% | 2.78 | 2.80 | 1'000'000 | 20'000 | 684'632 | 13'693 | 1'928'190 | 38'838 | 93.61% | 93.61% |
18.03.2015 | 0.79% | 2.70 | 2.72 | 1'000'000 | 20'000 | 678'716 | 13'574 | 1'853'090 | 37'351 | 92.21% | 92.21% |
17.03.2015 | 1.11% | 2.68 | 2.71 | 1'000'000 | 20'000 | 651'754 | 13'035 | 1'674'890 | 33'847 | 93.63% | 93.63% |
16.03.2015 | 1.14% | 2.42 | 2.45 | 1'000'000 | 20'000 | 674'933 | 13'499 | 1'621'830 | 32'790 | 98.83% | 98.83% |
13.03.2015 | 0.40% | 2.34 | 2.35 | 1'000'000 | 20'000 | 678'227 | 13'565 | 1'670'910 | 33'554 | 96.35% | 98.44% |
12.03.2015 | 0.43% | 2.42 | 2.43 | 1'000'000 | 20'000 | 671'527 | 13'431 | 1'570'010 | 31'535 | 84.79% | 95.48% |
11.03.2015 | 0.41% | 2.36 | 2.37 | 1'000'000 | 20'000 | 304'161 | 13'141 | 706'654 | 31'931 | 92.63% | 92.63% |
10.03.2015 | 0.38% | 2.46 | 2.47 | 20'000 | 20'000 | 12'810 | 12'810 | 33'014 | 33'142 | 99.45% | 99.45% |