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 | 46.24% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 2'329 | 3'540 | 69.71% | 96.15% |
19.03.2015 | 51.84% | 0.03 | 0.04 | 200'000 | 200'000 | 179'566 | 179'566 | 3'757 | 6'094 | 96.89% | 98.48% |
18.03.2015 | 31.33% | 0.03 | 0.04 | 190'000 | 190'000 | 209'482 | 209'482 | 5'723 | 7'818 | 96.51% | 96.51% |
17.03.2015 | 28.97% | 0.03 | 0.04 | 190'000 | 190'000 | 177'744 | 177'744 | 5'288 | 7'065 | 95.59% | 95.59% |
16.03.2015 | 25.35% | 0.04 | 0.05 | 180'000 | 180'000 | 188'239 | 188'239 | 6'613 | 8'496 | 96.76% | 96.76% |
13.03.2015 | 46.12% | 0.03 | 0.04 | 250'000 | 250'000 | 238'207 | 238'207 | 5'318 | 8'138 | 93.93% | 93.93% |
12.03.2015 | 31.05% | 0.02 | 0.03 | 230'000 | 230'000 | 230'000 | 230'000 | 6'402 | 8'702 | 97.18% | 97.18% |
11.03.2015 | 40.78% | 0.02 | 0.03 | 260'000 | 260'000 | 264'088 | 264'088 | 5'258 | 7'937 | 99.51% | 99.51% |
10.03.2015 | 70.83% | 0.01 | 0.03 | 280'000 | 280'000 | 271'475 | 271'475 | 4'023 | 8'183 | 94.95% | 94.95% |