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 | - | - |
17.04.2015 | - | - | 0.04 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 82.55% |
16.04.2015 | 13.65% | 0.03 | 0.05 | 750'000 | 750'000 | 691'754 | 691'753 | 65'459 | 74'188 | 88.92% | 88.92% |
15.04.2015 | 2.31% | 0.38 | 0.39 | 450'000 | 450'000 | 469'544 | 469'544 | 201'592 | 206'287 | 91.55% | 91.55% |
14.04.2015 | 2.37% | 0.32 | 0.33 | 450'000 | 450'000 | 449'999 | 449'998 | 191'660 | 196'160 | 88.75% | 88.75% |
13.04.2015 | 1.67% | 0.56 | 0.57 | 450'000 | 450'000 | 449'999 | 449'999 | 267'893 | 272'392 | 86.84% | 86.84% |
09.04.2015 | 3.91% | 0.29 | 0.30 | 750'000 | 750'000 | 730'138 | 730'139 | 184'278 | 191'579 | 97.70% | 97.70% |
08.04.2015 | 3.54% | 0.23 | 0.24 | 750'000 | 750'000 | 750'000 | 749'999 | 209'534 | 217'034 | 94.87% | 94.87% |
07.04.2015 | 2.90% | 0.35 | 0.36 | 750'000 | 750'000 | 749'999 | 750'000 | 255'658 | 263'158 | 90.94% | 90.94% |
02.04.2015 | 3.48% | 0.26 | 0.27 | 750'000 | 750'000 | 750'000 | 750'000 | 212'392 | 219'892 | 89.91% | 89.91% |