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 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 | 30'000 | 100.00% | 100.00% |
19.03.2015 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'993 | 1'000'000 | 20'000 | 30'000 | 96.86% | 96.86% |
18.03.2015 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 | 30'000 | 100.00% | 100.00% |
17.03.2015 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 | 30'000 | 100.00% | 100.00% |
16.03.2015 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 | 30'000 | 99.58% | 99.58% |
13.03.2015 | 28.00% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'895 | 40'895 | 99.90% | 99.90% |
12.03.2015 | 26.57% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 33'148 | 43'148 | 99.43% | 99.43% |
11.03.2015 | 24.77% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 35'982 | 45'982 | 100.00% | 100.00% |
10.03.2015 | 26.69% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'964 | 42'964 | 100.00% | 100.00% |