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 | 3.33% | 1.07 | 1.10 | 500'000 | 30'000 | 500'000 | 30'000 | 536'972 | 33'309 | 100.00% | 100.00% |
19.03.2015 | 2.71% | 1.09 | 1.11 | 1'000'000 | 60'000 | 672'858 | 40'372 | 738'120 | 45'429 | 100.00% | 100.00% |
18.03.2015 | 2.23% | 1.21 | 1.23 | 1'000'000 | 60'000 | 672'344 | 40'341 | 850'275 | 52'109 | 99.83% | 99.83% |
17.03.2015 | 2.21% | 1.32 | 1.34 | 1'000'000 | 60'000 | 671'160 | 40'270 | 898'238 | 55'019 | 99.47% | 99.47% |
16.03.2015 | 2.25% | 1.34 | 1.36 | 1'000'000 | 60'000 | 672'851 | 40'371 | 887'504 | 54'386 | 100.00% | 100.00% |
13.03.2015 | 1.47% | 1.44 | 1.45 | 1'000'000 | 60'000 | 672'216 | 40'333 | 953'955 | 57'997 | 99.79% | 99.79% |
12.03.2015 | 1.91% | 1.37 | 1.38 | 1'000'000 | 60'000 | 641'708 | 38'502 | 804'477 | 49'063 | 91.03% | 91.03% |
11.03.2015 | 1.65% | 1.19 | 1.20 | 1'000'000 | 60'000 | 292'986 | 40'097 | 348'766 | 47'739 | 98.62% | 98.62% |
10.03.2015 | 1.87% | 1.13 | 1.14 | 60'000 | 60'000 | 38'541 | 38'541 | 42'199 | 42'921 | 100.00% | 100.00% |