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 | 21.33% | 0.34 | 0.53 | 400'000 | 400'000 | 400'000 | 400'000 | 142'817 | 177'110 | 87.65% | 87.65% |
13.05.2015 | 6.95% | 0.94 | 0.98 | 450'000 | 450'000 | 428'767 | 428'767 | 247'135 | 264'286 | 87.48% | 87.48% |
12.05.2015 | 5.44% | 0.62 | 0.66 | 400'000 | 400'000 | 419'314 | 419'314 | 302'395 | 319'167 | 87.91% | 87.91% |
11.05.2015 | 9.77% | 0.35 | 0.39 | 550'000 | 550'000 | 569'718 | 569'718 | 222'808 | 245'597 | 99.30% | 99.30% |
08.05.2015 | 6.36% | 0.34 | 0.38 | 450'000 | 450'000 | 469'298 | 469'298 | 302'986 | 321'758 | 94.82% | 94.82% |
07.05.2015 | 3.89% | 0.86 | 0.90 | 400'000 | 400'000 | 413'712 | 413'712 | 425'088 | 441'637 | 75.96% | 75.96% |
06.05.2015 | 4.31% | 0.98 | 1.02 | 500'000 | 500'000 | 481'141 | 481'141 | 439'849 | 459'094 | 60.67% | 60.67% |
05.05.2015 | 6.33% | 0.96 | 1.00 | 600'000 | 600'000 | 578'897 | 578'897 | 368'865 | 392'021 | 80.98% | 80.98% |
04.05.2015 | 5.90% | 0.61 | 0.65 | 600'000 | 600'000 | 583'962 | 583'962 | 386'315 | 409'673 | 81.97% | 81.97% |