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 | 3.65% | 0.54 | 0.56 | 100'000 | 100'000 | 211'023 | 210'974 | 113'079 | 117'272 | 98.80% | 98.80% |
19.03.2015 | 3.96% | 0.54 | 0.56 | 400'000 | 400'000 | 400'000 | 400'000 | 198'178 | 206'178 | 99.92% | 99.92% |
18.03.2015 | 4.77% | 0.43 | 0.45 | 400'000 | 400'000 | 400'000 | 400'000 | 163'829 | 171'829 | 99.88% | 99.88% |
17.03.2015 | 5.31% | 0.38 | 0.40 | 400'000 | 400'000 | 400'000 | 400'000 | 146'794 | 154'794 | 99.63% | 99.63% |
16.03.2015 | 5.52% | 0.39 | 0.41 | 400'000 | 400'000 | 400'000 | 400'000 | 141'621 | 149'621 | 99.64% | 99.64% |
13.03.2015 | 6.99% | 0.34 | 0.36 | 400'000 | 400'000 | 400'000 | 400'000 | 129'364 | 138'728 | 99.86% | 99.86% |
12.03.2015 | 9.68% | 0.35 | 0.38 | 400'000 | 400'000 | 429'253 | 429'253 | 126'697 | 139'575 | 41.26% | 41.26% |
11.03.2015 | 10.80% | 0.26 | 0.29 | 500'000 | 500'000 | 500'000 | 500'000 | 131'562 | 146'562 | 89.03% | 89.03% |
10.03.2015 | 11.53% | 0.24 | 0.27 | 500'000 | 500'000 | 500'000 | 499'651 | 122'455 | 137'336 | 59.72% | 59.72% |