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 | 1.15% | 1.71 | 1.73 | 250'000 | 250'000 | 250'000 | 250'000 | 432'145 | 437'145 | 99.19% | 99.19% |
19.03.2015 | 1.16% | 1.75 | 1.77 | 300'000 | 300'000 | 300'000 | 300'000 | 515'956 | 521'956 | 96.51% | 96.51% |
18.03.2015 | 1.17% | 1.73 | 1.75 | 250'000 | 250'000 | 271'571 | 271'571 | 462'201 | 467'633 | 95.94% | 95.94% |
17.03.2015 | 1.14% | 1.73 | 1.75 | 300'000 | 300'000 | 300'000 | 300'000 | 524'505 | 530'505 | 98.19% | 98.19% |
16.03.2015 | 1.08% | 1.84 | 1.86 | 250'000 | 250'000 | 250'000 | 250'000 | 461'805 | 466'805 | 99.36% | 99.36% |
13.03.2015 | 1.09% | 1.85 | 1.87 | 250'000 | 250'000 | 250'000 | 250'000 | 456'247 | 461'247 | 98.50% | 98.50% |
12.03.2015 | 1.08% | 1.84 | 1.86 | 300'000 | 300'000 | 300'000 | 300'000 | 553'657 | 559'657 | 98.99% | 98.99% |
11.03.2015 | 1.15% | 1.83 | 1.85 | 250'000 | 250'000 | 250'000 | 250'000 | 431'756 | 436'756 | 99.42% | 99.42% |
10.03.2015 | 1.21% | 1.64 | 1.66 | 300'000 | 300'000 | 281'065 | 281'065 | 461'469 | 467'090 | 99.24% | 99.24% |