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 | - | 27.25 | - | 200'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.03.2015 | 0.83% | 25.80 | 26.00 | 200'000 | 200'000 | 200'000 | 200'000 | 5'284'140 | 5'328'230 | 77.54% | 77.54% |
18.03.2015 | 0.82% | 26.55 | 26.80 | 200'000 | 200'000 | 200'000 | 200'000 | 5'317'880 | 5'361'550 | 99.02% | 99.02% |
17.03.2015 | 0.78% | 27.35 | 27.60 | 200'000 | 200'000 | 200'000 | 200'000 | 5'563'820 | 5'607'620 | 97.91% | 97.91% |
16.03.2015 | 0.76% | 29.70 | 29.90 | 200'000 | 200'000 | 200'000 | 200'000 | 5'636'500 | 5'679'450 | 100.00% | 100.00% |
13.03.2015 | 0.84% | 26.30 | 26.50 | 200'000 | 200'000 | 200'000 | 200'000 | 5'079'100 | 5'122'150 | 100.00% | 100.00% |
12.03.2015 | 0.85% | 25.45 | 25.65 | 200'000 | 200'000 | 200'000 | 200'000 | 5'079'930 | 5'123'160 | 100.00% | 100.00% |
11.03.2015 | 0.88% | 25.60 | 25.80 | 200'000 | 200'000 | 200'000 | 200'000 | 4'886'110 | 4'929'450 | 100.00% | 100.00% |
10.03.2015 | 0.96% | 22.65 | 22.85 | 200'000 | 200'000 | 200'000 | 200'000 | 4'476'080 | 4'519'120 | 93.91% | 93.91% |