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 | - | 0.01 | 0.02 | 50'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 98.84% |
19.03.2015 | 100.00% | 0.01 | 0.02 | 200'000 | 200'000 | 222'795 | 222'795 | 2'228 | 6'684 | 18.51% | 67.96% |
18.03.2015 | 100.00% | 0.01 | 0.03 | 300'000 | 300'000 | 288'455 | 288'455 | 2'885 | 8'654 | 17.87% | 78.18% |
17.03.2015 | 95.97% | 0.01 | 0.03 | 200'000 | 200'000 | 219'149 | 219'149 | 2'457 | 6'840 | 95.59% | 95.59% |
16.03.2015 | 78.84% | 0.02 | 0.04 | 250'000 | 250'000 | 250'261 | 250'261 | 4'090 | 9'095 | 97.40% | 97.40% |
13.03.2015 | 53.95% | 0.02 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 5'615 | 9'615 | 98.16% | 98.16% |
12.03.2015 | 49.40% | 0.03 | 0.05 | 200'000 | 200'000 | 239'053 | 239'053 | 7'649 | 12'410 | 98.88% | 98.88% |
11.03.2015 | 67.74% | 0.01 | 0.03 | 300'000 | 300'000 | 243'294 | 243'294 | 5'003 | 9'869 | 99.96% | 99.96% |
10.03.2015 | 45.37% | 0.03 | 0.05 | 200'000 | 200'000 | 180'122 | 180'122 | 7'315 | 11'514 | 96.13% | 96.13% |