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 | 66.67% | 0.01 | 0.02 | 250'000 | 250'000 | 249'998 | 250'000 | 2'500 | 5'000 | 81.72% | 99.89% |
19.03.2015 | 66.67% | 0.01 | 0.02 | 250'000 | 250'000 | 249'984 | 250'000 | 2'500 | 5'000 | 98.45% | 98.45% |
18.03.2015 | 66.67% | 0.01 | 0.02 | 250'000 | 250'000 | 250'000 | 250'000 | 2'500 | 5'000 | 100.00% | 100.00% |
17.03.2015 | 46.47% | 0.02 | 0.03 | 250'000 | 250'000 | 250'000 | 250'000 | 4'393 | 6'893 | 100.00% | 100.00% |
16.03.2015 | 58.95% | 0.01 | 0.02 | 250'000 | 250'000 | 250'000 | 249'982 | 3'223 | 5'723 | 99.58% | 99.58% |
13.03.2015 | 29.18% | 0.03 | 0.04 | 150'000 | 250'000 | 249'999 | 250'000 | 7'368 | 9'868 | 11.21% | 11.38% |
12.03.2015 | 28.72% | 0.03 | 0.04 | 250'000 | 250'000 | 250'000 | 250'000 | 7'468 | 9'968 | 99.43% | 99.43% |
11.03.2015 | 35.19% | 0.02 | 0.03 | 250'000 | 250'000 | 249'948 | 250'000 | 6'051 | 8'552 | 100.00% | 100.00% |
10.03.2015 | 23.44% | 0.03 | 0.04 | 250'000 | 250'000 | 249'998 | 249'854 | 9'557 | 12'050 | 100.00% | 100.00% |