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 | 8.96% | 0.31 | 0.34 | 200'000 | 200'000 | 200'000 | 200'000 | 63'969 | 69'969 | 99.40% | 99.40% |
19.03.2015 | 7.43% | 0.37 | 0.40 | 200'000 | 200'000 | 200'000 | 200'000 | 77'999 | 83'999 | 92.26% | 92.26% |
18.03.2015 | 4.26% | 0.72 | 0.75 | 200'000 | 200'000 | 200'000 | 200'000 | 138'118 | 144'118 | 96.08% | 96.08% |
17.03.2015 | 3.93% | 0.72 | 0.75 | 200'000 | 200'000 | 200'000 | 200'000 | 149'753 | 155'753 | 98.89% | 98.89% |
16.03.2015 | 1.14% | 0.78 | 0.79 | 200'000 | 200'000 | 200'000 | 200'000 | 175'615 | 177'615 | 98.86% | 98.86% |
13.03.2015 | 1.10% | 1.06 | 1.07 | 200'000 | 200'000 | 200'000 | 200'000 | 181'723 | 183'723 | 97.93% | 97.93% |
12.03.2015 | 1.05% | 0.92 | 0.93 | 200'000 | 200'000 | 200'000 | 200'000 | 188'938 | 190'938 | 97.84% | 97.84% |
11.03.2015 | 1.16% | 0.91 | 0.92 | 200'000 | 200'000 | 200'000 | 200'000 | 172'376 | 174'376 | 98.70% | 98.70% |
10.03.2015 | 1.49% | 0.83 | 0.84 | 250'000 | 250'000 | 250'000 | 250'000 | 168'396 | 170'896 | 98.48% | 98.48% |