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 | 119.83% | 0.01 | 0.04 | 500'000 | 20'000 | 500'000 | 20'000 | 5'000 | 798 | 100.00% | 100.00% |
19.03.2015 | 52.64% | 0.03 | 0.05 | 1'000'000 | 40'000 | 672'662 | 26'906 | 32'118 | 2'127 | 100.00% | 100.00% |
18.03.2015 | 58.62% | 0.02 | 0.04 | 1'000'000 | 40'000 | 668'296 | 26'732 | 26'195 | 1'906 | 98.30% | 98.30% |
17.03.2015 | 34.10% | 0.09 | 0.11 | 1'000'000 | 40'000 | 672'272 | 26'891 | 58'942 | 3'270 | 99.66% | 99.66% |
16.03.2015 | 24.00% | 0.12 | 0.14 | 1'000'000 | 40'000 | 670'049 | 26'802 | 93'771 | 4'717 | 99.14% | 99.14% |
13.03.2015 | 10.24% | 0.13 | 0.15 | 1'000'000 | 40'000 | 665'020 | 26'601 | 136'224 | 6'035 | 97.64% | 97.64% |
12.03.2015 | 16.18% | 0.25 | 0.27 | 1'000'000 | 40'000 | 672'856 | 26'914 | 134'876 | 6'110 | 100.00% | 100.00% |
11.03.2015 | 11.35% | 0.24 | 0.26 | 1'000'000 | 40'000 | 329'447 | 19'680 | 84'023 | 5'476 | 96.58% | 96.76% |
10.03.2015 | 12.32% | 0.25 | 0.27 | 20'000 | 20'000 | 12'850 | 12'850 | 4'681 | 5'275 | 100.00% | 100.00% |