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 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.87% |
19.03.2015 | 18.18% | 0.02 | 0.03 | 750'000 | 750'000 | 749'994 | 750'000 | 50'040 | 57'763 | 96.75% | 96.75% |
18.03.2015 | 8.36% | 0.19 | 0.21 | 750'000 | 750'000 | 749'908 | 749'999 | 172'593 | 187'613 | 80.16% | 80.16% |
17.03.2015 | 8.98% | 0.22 | 0.24 | 750'000 | 750'000 | 749'895 | 749'981 | 161'470 | 176'497 | 91.70% | 91.70% |
16.03.2015 | 7.92% | 0.21 | 0.23 | 750'000 | 750'000 | 749'118 | 749'118 | 150'641 | 163'099 | 87.75% | 87.75% |
13.03.2015 | 7.56% | 0.26 | 0.28 | 750'000 | 750'000 | 750'000 | 749'997 | 191'428 | 206'428 | 86.31% | 86.31% |
12.03.2015 | 4.62% | 0.29 | 0.31 | 750'000 | 750'000 | 750'000 | 750'000 | 196'823 | 206'200 | 99.84% | 99.84% |
11.03.2015 | 4.35% | 0.34 | 0.36 | 750'000 | 750'000 | 749'994 | 749'999 | 204'682 | 213'973 | 96.47% | 96.47% |
10.03.2015 | 4.42% | 0.23 | 0.24 | 750'000 | 750'000 | 749'999 | 749'996 | 166'858 | 174'358 | 93.89% | 93.89% |