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 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.03.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.26% |
18.03.2015 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 96.68% |
17.03.2015 | - | - | 0.02 | 0 | 180'000 | 0 | 0 | 0 | 0 | 0.00% | 98.42% |
16.03.2015 | - | - | 0.02 | 0 | 145'000 | 0 | 0 | 0 | 0 | 0.00% | 99.76% |
13.03.2015 | 93.26% | 0.01 | 0.03 | 60'000 | 60'000 | 62'500 | 62'500 | 698 | 1'875 | 19.76% | 98.33% |
12.03.2015 | 97.06% | 0.01 | 0.02 | 55'000 | 75'000 | 55'000 | 55'000 | 577 | 1'650 | 4.66% | 99.24% |
11.03.2015 | 93.98% | 0.01 | 0.03 | 80'000 | 80'000 | 80'000 | 80'000 | 880 | 2'400 | 26.21% | 98.25% |
10.03.2015 | - | - | 0.02 | 0 | 105'000 | 0 | 0 | 0 | 0 | 0.00% | 83.90% |