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 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.80% |
19.03.2015 | 66.67% | 0.01 | 0.02 | 500'000 | 500'000 | 482'268 | 482'633 | 4'823 | 9'653 | 8.86% | 99.89% |
18.03.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.88% |
17.03.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.03.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.64% |
13.03.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 100'000 | 495'893 | 495'893 | 4'959 | 9'918 | 0.41% | 99.88% |
12.03.2015 | 66.67% | 0.01 | 0.02 | 500'000 | 500'000 | 499'649 | 499'649 | 4'996 | 9'993 | 11.97% | 99.40% |
11.03.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.91% |
10.03.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 96.17% |