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 | 2.65% | 0.77 | 0.80 | 200'000 | 100'000 | 200'000 | 100'000 | 156'907 | 80'557 | 64.16% | 64.16% |
19.03.2015 | 3.06% | 0.72 | 0.74 | 200'000 | 100'000 | 200'000 | 100'000 | 145'405 | 74'959 | 99.95% | 99.95% |
18.03.2015 | 3.16% | 0.66 | 0.68 | 200'000 | 100'000 | 200'000 | 100'000 | 139'078 | 71'772 | 100.00% | 100.00% |
17.03.2015 | 3.03% | 0.73 | 0.75 | 200'000 | 100'000 | 200'000 | 100'000 | 146'899 | 75'710 | 99.81% | 99.81% |
16.03.2015 | 3.15% | 0.75 | 0.78 | 200'000 | 100'000 | 200'000 | 100'000 | 145'624 | 75'144 | 100.00% | 100.00% |
13.03.2015 | 3.25% | 0.68 | 0.70 | 200'000 | 100'000 | 200'000 | 100'000 | 133'811 | 69'116 | 100.00% | 100.00% |
12.03.2015 | 3.34% | 0.65 | 0.67 | 200'000 | 100'000 | 200'000 | 100'000 | 130'643 | 67'539 | 100.00% | 100.00% |
11.03.2015 | 3.31% | 0.68 | 0.70 | 200'000 | 100'000 | 200'000 | 100'000 | 135'861 | 70'214 | 100.00% | 100.00% |
10.03.2015 | 3.37% | 0.66 | 0.69 | 200'000 | 100'000 | 200'000 | 100'000 | 135'633 | 70'140 | 99.87% | 99.87% |