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 | 1.38% | 1.50 | 1.52 | 500'000 | 500'000 | 500'000 | 500'000 | 721'960 | 731'960 | 98.57% | 98.57% |
19.03.2015 | 0.77% | 1.31 | 1.33 | 500'000 | 500'000 | 503'200 | 503'200 | 655'578 | 660'620 | 98.28% | 98.28% |
18.03.2015 | 0.75% | 1.36 | 1.37 | 650'000 | 650'000 | 650'000 | 650'000 | 872'242 | 878'742 | 94.42% | 94.42% |
17.03.2015 | 0.63% | 1.49 | 1.50 | 650'000 | 650'000 | 650'000 | 650'000 | 1'027'600 | 1'034'100 | 93.78% | 93.78% |
16.03.2015 | 0.60% | 1.95 | 1.96 | 650'000 | 650'000 | 650'000 | 650'000 | 1'081'530 | 1'088'030 | 98.00% | 98.00% |
13.03.2015 | 0.90% | 1.30 | 1.31 | 700'000 | 700'000 | 700'000 | 700'000 | 774'804 | 781'804 | 97.70% | 97.70% |
12.03.2015 | 0.91% | 1.09 | 1.10 | 700'000 | 700'000 | 700'000 | 700'000 | 769'045 | 776'045 | 98.16% | 98.16% |
11.03.2015 | 1.09% | 1.14 | 1.15 | 750'000 | 750'000 | 750'000 | 750'000 | 689'799 | 697'299 | 97.53% | 97.53% |
10.03.2015 | 1.74% | 0.61 | 0.62 | 750'000 | 750'000 | 750'000 | 750'000 | 431'752 | 439'252 | 97.75% | 97.75% |