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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.03.2012 | 2.52% | 39.40 | 40.40 | 500'000 | 500'000 | 500'000 | 500'000 | 195'827 | 200'827 | 99.01% | 99.01% |
21.03.2012 | 2.44% | 40.40 | 41.40 | 500'000 | 500'000 | 500'000 | 500'000 | 202'634 | 207'634 | 100.00% | 100.00% |
20.03.2012 | 2.41% | 41.20 | 42.20 | 500'000 | 500'000 | 500'000 | 500'000 | 204'996 | 209'996 | 99.78% | 99.78% |
19.03.2012 | 2.41% | 41.60 | 42.60 | 500'000 | 500'000 | 500'000 | 500'000 | 205'193 | 210'193 | 100.00% | 100.00% |
16.03.2012 | 2.40% | 41.40 | 42.40 | 500'000 | 500'000 | 500'000 | 500'000 | 206'068 | 211'068 | 100.00% | 100.00% |
15.03.2012 | 2.42% | 41.00 | 42.00 | 500'000 | 500'000 | 500'000 | 500'000 | 203'835 | 208'835 | 100.00% | 100.00% |
14.03.2012 | 2.42% | 40.60 | 41.60 | 500'000 | 500'000 | 500'000 | 500'000 | 203'829 | 208'829 | 99.60% | 99.60% |
13.03.2012 | 2.53% | 39.40 | 40.40 | 500'000 | 500'000 | 500'000 | 500'000 | 194'815 | 199'815 | 99.29% | 99.29% |
12.03.2012 | 2.60% | 37.60 | 38.60 | 500'000 | 500'000 | 500'000 | 500'000 | 189'703 | 194'703 | 98.27% | 98.27% |
09.03.2012 | 2.56% | 38.40 | 39.40 | 500'000 | 500'000 | 500'000 | 500'000 | 193'028 | 198'028 | 97.41% | 97.41% |