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 | 12.15% | 0.28 | 0.32 | 500'000 | 30'000 | 500'000 | 30'000 | 141'706 | 9'601 | 100.00% | 100.00% |
19.03.2015 | 9.33% | 0.30 | 0.32 | 1'000'000 | 60'000 | 672'725 | 40'364 | 204'795 | 13'411 | 100.00% | 100.00% |
18.03.2015 | 5.88% | 0.41 | 0.44 | 1'000'000 | 60'000 | 672'347 | 40'341 | 312'190 | 19'818 | 99.83% | 99.83% |
17.03.2015 | 5.48% | 0.52 | 0.54 | 1'000'000 | 60'000 | 671'362 | 40'282 | 359'723 | 22'712 | 99.53% | 99.53% |
16.03.2015 | 5.63% | 0.53 | 0.55 | 1'000'000 | 60'000 | 672'854 | 40'371 | 346'711 | 21'930 | 100.00% | 100.00% |
13.03.2015 | 3.29% | 0.64 | 0.65 | 1'000'000 | 60'000 | 672'210 | 40'333 | 412'748 | 25'497 | 99.79% | 99.79% |
12.03.2015 | 5.53% | 0.56 | 0.58 | 1'000'000 | 60'000 | 641'708 | 38'502 | 292'240 | 18'330 | 91.03% | 91.03% |
11.03.2015 | 4.79% | 0.39 | 0.40 | 1'000'000 | 60'000 | 292'927 | 40'096 | 114'700 | 15'758 | 98.61% | 98.61% |
10.03.2015 | 6.08% | 0.34 | 0.35 | 60'000 | 60'000 | 38'535 | 38'535 | 12'076 | 12'751 | 100.00% | 100.00% |