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 | - | 18.80 | - | 200'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.03.2015 | 1.21% | 17.30 | 17.55 | 200'000 | 200'000 | 200'000 | 200'000 | 3'590'550 | 3'634'270 | 77.54% | 77.54% |
18.03.2015 | 1.19% | 18.10 | 18.30 | 200'000 | 200'000 | 200'000 | 200'000 | 3'617'980 | 3'661'430 | 99.02% | 99.02% |
17.03.2015 | 1.12% | 18.85 | 19.05 | 200'000 | 200'000 | 200'000 | 200'000 | 3'860'880 | 3'904'360 | 97.91% | 97.91% |
16.03.2015 | 1.09% | 21.20 | 21.40 | 200'000 | 200'000 | 200'000 | 200'000 | 3'939'570 | 3'982'500 | 100.00% | 100.00% |
13.03.2015 | 1.26% | 17.85 | 18.05 | 200'000 | 200'000 | 200'000 | 200'000 | 3'378'020 | 3'420'780 | 100.00% | 100.00% |
12.03.2015 | 1.26% | 16.90 | 17.15 | 200'000 | 200'000 | 200'000 | 200'000 | 3'380'450 | 3'423'200 | 100.00% | 100.00% |
11.03.2015 | 1.34% | 17.10 | 17.30 | 200'000 | 200'000 | 200'000 | 200'000 | 3'183'660 | 3'226'700 | 100.00% | 100.00% |
10.03.2015 | 1.54% | 14.10 | 14.35 | 200'000 | 200'000 | 200'000 | 200'000 | 2'774'180 | 2'817'150 | 93.91% | 93.91% |