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 | 22.09% | 0.08 | 0.10 | 200'000 | 200'000 | 199'999 | 200'000 | 16'292 | 20'293 | 99.28% | 99.28% |
19.03.2015 | 32.32% | 0.06 | 0.08 | 250'000 | 250'000 | 249'877 | 250'000 | 13'024 | 18'030 | 100.00% | 100.00% |
18.03.2015 | 17.74% | 0.05 | 0.06 | 300'000 | 300'000 | 300'366 | 300'366 | 15'490 | 18'494 | 99.78% | 99.78% |
17.03.2015 | 18.90% | 0.06 | 0.07 | 300'000 | 300'000 | 375'423 | 375'423 | 18'795 | 22'654 | 100.00% | 100.00% |
16.03.2015 | 12.17% | 0.08 | 0.09 | 300'000 | 300'000 | 317'569 | 317'569 | 24'515 | 27'691 | 99.71% | 99.71% |
13.03.2015 | 15.64% | 0.07 | 0.08 | 400'000 | 400'000 | 471'668 | 471'668 | 27'948 | 32'664 | 99.80% | 99.80% |
12.03.2015 | 21.62% | 0.05 | 0.06 | 500'000 | 500'000 | 499'989 | 500'000 | 21'277 | 26'278 | 99.14% | 99.14% |
11.03.2015 | 25.15% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 17'695 | 22'695 | 97.23% | 97.23% |
10.03.2015 | 27.19% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 16'094 | 21'094 | 99.17% | 99.17% |