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% | 98.65% |
19.03.2015 | 100.00% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 15'000 | 11.58% | 97.42% |
18.03.2015 | 82.42% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 6'465 | 15'000 | 96.59% | 96.75% |
17.03.2015 | 91.92% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 5'673 | 15'000 | 99.44% | 99.44% |
16.03.2015 | 27.64% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 15'741 | 20'741 | 100.00% | 100.00% |
13.03.2015 | 18.28% | 0.05 | 0.06 | 500'000 | 500'000 | 461'118 | 461'118 | 23'052 | 27'664 | 98.22% | 98.22% |
12.03.2015 | 12.65% | 0.06 | 0.07 | 350'000 | 350'000 | 350'249 | 350'249 | 26'313 | 29'816 | 98.94% | 98.94% |
11.03.2015 | 13.72% | 0.07 | 0.08 | 400'000 | 400'000 | 418'839 | 418'839 | 28'547 | 32'735 | 100.00% | 100.00% |
10.03.2015 | 11.02% | 0.07 | 0.08 | 400'000 | 400'000 | 342'752 | 342'752 | 29'428 | 32'856 | 96.09% | 96.09% |