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 | 18.72% | 0.04 | 0.05 | 250'000 | 250'000 | 250'000 | 250'000 | 12'271 | 14'771 | 100.00% | 100.00% |
19.03.2015 | 20.91% | 0.05 | 0.06 | 350'000 | 350'000 | 312'840 | 312'840 | 13'641 | 16'769 | 96.76% | 96.76% |
18.03.2015 | 31.16% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 13'876 | 18'876 | 95.99% | 95.99% |
17.03.2015 | 36.92% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 11'346 | 16'346 | 98.87% | 98.87% |
16.03.2015 | 61.81% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 8'213 | 15'037 | 99.41% | 99.41% |
13.03.2015 | 34.22% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 12'527 | 17'527 | 99.08% | 99.08% |
12.03.2015 | 17.25% | 0.04 | 0.05 | 450'000 | 450'000 | 450'899 | 450'899 | 24'498 | 29'007 | 98.90% | 98.90% |
11.03.2015 | 23.20% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 19'236 | 24'236 | 99.46% | 99.46% |
10.03.2015 | 18.55% | 0.04 | 0.05 | 500'000 | 500'000 | 442'717 | 442'717 | 21'781 | 26'208 | 99.22% | 99.22% |