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 | 1.03% | 1.92 | 1.94 | 300'000 | 300'000 | 300'000 | 300'000 | 581'937 | 587'937 | 99.11% | 99.11% |
19.03.2015 | 1.03% | 1.96 | 1.98 | 300'000 | 300'000 | 300'000 | 300'000 | 579'373 | 585'373 | 96.66% | 96.66% |
18.03.2015 | 1.04% | 1.94 | 1.96 | 300'000 | 300'000 | 282'074 | 282'074 | 540'672 | 546'314 | 95.90% | 95.90% |
17.03.2015 | 1.02% | 1.94 | 1.96 | 300'000 | 300'000 | 300'000 | 300'000 | 588'266 | 594'266 | 97.91% | 97.91% |
16.03.2015 | 0.97% | 2.05 | 2.07 | 250'000 | 250'000 | 250'000 | 250'000 | 514'679 | 519'679 | 99.43% | 99.43% |
13.03.2015 | 0.98% | 2.06 | 2.08 | 250'000 | 250'000 | 250'000 | 250'000 | 509'409 | 514'409 | 98.48% | 98.48% |
12.03.2015 | 0.97% | 2.06 | 2.08 | 300'000 | 300'000 | 300'000 | 300'000 | 617'517 | 623'517 | 98.96% | 98.96% |
11.03.2015 | 1.03% | 2.05 | 2.07 | 250'000 | 250'000 | 250'000 | 250'000 | 485'307 | 490'307 | 99.44% | 99.44% |
10.03.2015 | 1.07% | 1.85 | 1.87 | 250'000 | 250'000 | 268'937 | 268'937 | 499'749 | 505'128 | 99.23% | 99.23% |