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 | 5.33% | 0.36 | 0.38 | 50'000 | 50'000 | 108'172 | 108'156 | 39'629 | 41'786 | 100.00% | 100.00% |
19.03.2015 | 5.97% | 0.32 | 0.34 | 200'000 | 200'000 | 200'000 | 200'000 | 65'035 | 69'035 | 100.00% | 100.00% |
18.03.2015 | 6.76% | 0.30 | 0.32 | 200'000 | 200'000 | 200'000 | 200'000 | 57'705 | 61'705 | 99.99% | 99.99% |
17.03.2015 | 8.46% | 0.22 | 0.24 | 200'000 | 200'000 | 200'000 | 200'000 | 45'379 | 49'379 | 82.77% | 82.77% |
16.03.2015 | 6.64% | 0.28 | 0.30 | 200'000 | 200'000 | 200'000 | 200'000 | 58'326 | 62'326 | 89.36% | 89.36% |
13.03.2015 | 6.05% | 0.31 | 0.33 | 200'000 | 200'000 | 200'000 | 200'000 | 64'225 | 68'225 | 100.00% | 100.00% |
12.03.2015 | 6.78% | 0.30 | 0.32 | 200'000 | 200'000 | 200'000 | 200'000 | 57'152 | 61'152 | 99.74% | 99.74% |
11.03.2015 | 6.97% | 0.30 | 0.32 | 200'000 | 200'000 | 200'000 | 200'000 | 55'474 | 59'474 | 98.90% | 98.90% |
10.03.2015 | 7.32% | 0.25 | 0.27 | 200'000 | 200'000 | 200'000 | 200'000 | 52'821 | 56'821 | 87.48% | 87.48% |