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 | 19.24% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'653 | 1'000'000 | 47'794 | 57'810 | 99.87% | 99.87% |
19.03.2015 | 21.11% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'960 | 1'000'000 | 43'895 | 53'897 | 99.94% | 99.94% |
18.03.2015 | 35.13% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'527 | 1'000'000 | 24'250 | 34'264 | 100.00% | 100.00% |
17.03.2015 | 40.21% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'921 | 29'921 | 87.81% | 87.81% |
16.03.2015 | 37.26% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 22'393 | 32'393 | 99.68% | 99.68% |
13.03.2015 | 35.05% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'331 | 34'331 | 100.00% | 100.00% |
12.03.2015 | 37.72% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'985 | 1'000'000 | 22'034 | 32'035 | 98.95% | 98.95% |
11.03.2015 | 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% |
10.03.2015 | 39.99% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'008 | 30'008 | 100.00% | 100.00% |