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 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.63% |
19.03.2015 | 66.67% | 0.01 | 0.01 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 22.19% | 100.00% |
18.03.2015 | 61.93% | 0.01 | 0.01 | 300'000 | 300'000 | 300'000 | 300'000 | 3'533 | 6'533 | 59.02% | 99.77% |
17.03.2015 | 37.67% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 6'639 | 9'639 | 100.00% | 100.00% |
16.03.2015 | 41.53% | 0.04 | 0.05 | 300'000 | 300'000 | 299'844 | 300'000 | 6'557 | 9'559 | 99.70% | 99.70% |
13.03.2015 | 60.18% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'730 | 6'730 | 99.77% | 99.77% |
12.03.2015 | 43.11% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 5'651 | 8'651 | 99.14% | 99.14% |
11.03.2015 | 63.43% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 3'364 | 6'364 | 97.21% | 97.21% |
10.03.2015 | 56.46% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 4'168 | 7'168 | 99.17% | 99.17% |