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 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.56% |
19.03.2015 | 89.42% | 0.01 | 0.02 | 150'000 | 150'000 | 319'137 | 319'137 | 3'652 | 9'574 | 25.44% | 97.27% |
18.03.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 96.68% |
17.03.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.42% |
16.03.2015 | 97.85% | 0.01 | 0.02 | 250'000 | 450'000 | 250'000 | 250'000 | 2'590 | 7'500 | 2.35% | 100.00% |
13.03.2015 | 66.32% | 0.01 | 0.03 | 350'000 | 350'000 | 235'631 | 235'631 | 4'040 | 7'704 | 77.16% | 98.17% |
12.03.2015 | 56.32% | 0.03 | 0.04 | 250'000 | 250'000 | 214'836 | 214'836 | 4'243 | 7'119 | 94.63% | 94.63% |
11.03.2015 | 18.70% | 0.05 | 0.06 | 150'000 | 150'000 | 150'000 | 150'000 | 7'394 | 8'894 | 100.00% | 100.00% |
10.03.2015 | 24.99% | 0.04 | 0.05 | 150'000 | 150'000 | 150'000 | 150'000 | 5'366 | 6'866 | 95.81% | 95.81% |