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 | - | 23.05 | - | 200'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.03.2015 | 0.99% | 21.55 | 21.75 | 200'000 | 200'000 | 200'000 | 200'000 | 4'437'390 | 4'481'450 | 77.54% | 77.54% |
18.03.2015 | 0.97% | 22.35 | 22.55 | 200'000 | 200'000 | 200'000 | 200'000 | 4'467'810 | 4'511'500 | 99.02% | 99.02% |
17.03.2015 | 0.93% | 23.10 | 23.35 | 200'000 | 200'000 | 200'000 | 200'000 | 4'712'080 | 4'755'850 | 97.91% | 97.91% |
16.03.2015 | 0.89% | 25.45 | 25.70 | 200'000 | 200'000 | 200'000 | 200'000 | 4'780'230 | 4'822'830 | 92.14% | 92.14% |
13.03.2015 | 1.01% | 22.05 | 22.25 | 200'000 | 200'000 | 200'000 | 200'000 | 4'227'810 | 4'270'890 | 100.00% | 100.00% |
12.03.2015 | 1.02% | 21.20 | 21.40 | 200'000 | 200'000 | 199'999 | 200'000 | 4'231'510 | 4'274'700 | 100.00% | 100.00% |
11.03.2015 | 1.06% | 21.40 | 21.60 | 200'000 | 200'000 | 200'000 | 200'000 | 4'037'550 | 4'080'670 | 100.00% | 100.00% |
10.03.2015 | 1.18% | 18.40 | 18.60 | 200'000 | 200'000 | 200'000 | 200'000 | 3'628'120 | 3'671'310 | 93.91% | 93.91% |