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 | - | - | 0.03 | 0 | 10'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.03.2015 | - | - | 0.03 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 96.23% |
18.03.2015 | - | - | 0.03 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 96.43% |
17.03.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 20'000 | 506'388 | 10'128 | 5'064 | 304 | 66.17% | 99.60% |
16.03.2015 | 91.36% | 0.01 | 0.03 | 1'000'000 | 20'000 | 650'905 | 13'018 | 9'712 | 456 | 82.10% | 97.54% |
13.03.2015 | 23.19% | 0.03 | 0.04 | 1'000'000 | 20'000 | 1'000'000 | 20'000 | 49'496 | 1'210 | 33.74% | 99.16% |
12.03.2015 | 99.52% | 0.01 | 0.03 | 1'000'000 | 20'000 | 664'370 | 13'287 | 6'724 | 399 | 97.15% | 97.99% |
11.03.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 20'000 | 323'418 | 13'171 | 3'234 | 395 | 95.79% | 96.92% |
10.03.2015 | 88.96% | 0.02 | 0.03 | 20'000 | 20'000 | 19'335 | 19'335 | 226 | 584 | 30.50% | 95.72% |