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 | - | - |
15.05.2015 | 141.28% | 0.01 | 0.15 | 650'000 | 650'000 | 650'746 | 650'746 | 11'335 | 61'530 | 46.20% | 87.16% |
13.05.2015 | 15.62% | 0.54 | 0.58 | 700'000 | 700'000 | 633'194 | 633'194 | 160'457 | 185'785 | 82.51% | 82.51% |
12.05.2015 | 8.21% | 0.31 | 0.35 | 500'000 | 500'000 | 537'639 | 537'639 | 214'944 | 233'022 | 74.51% | 74.51% |
11.05.2015 | 4.87% | 0.17 | 0.18 | 750'000 | 750'000 | 750'000 | 750'000 | 151'234 | 158'734 | 96.27% | 96.27% |
08.05.2015 | 2.77% | 0.18 | 0.19 | 600'000 | 600'000 | 618'884 | 618'884 | 243'253 | 249'442 | 90.26% | 90.26% |
07.05.2015 | 1.39% | 0.58 | 0.59 | 500'000 | 500'000 | 500'000 | 500'000 | 364'581 | 369'581 | 75.73% | 75.73% |
06.05.2015 | 1.56% | 0.69 | 0.70 | 600'000 | 600'000 | 581'734 | 581'736 | 372'488 | 378'307 | 83.91% | 83.91% |
05.05.2015 | 2.35% | 0.68 | 0.69 | 750'000 | 750'000 | 731'348 | 731'349 | 324'429 | 331'743 | 83.79% | 83.79% |
04.05.2015 | 2.14% | 0.41 | 0.42 | 750'000 | 750'000 | 711'075 | 711'075 | 331'898 | 339'009 | 76.98% | 76.98% |