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 | 10'000 | 0 | 0 | 0 | 0 | 0.00% | 82.85% |
18.03.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 10'000 | 1'000'000 | 10'000 | 10'000 | 300 | 99.42% | 99.42% |
17.03.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 10'000 | 1'000'000 | 10'000 | 10'000 | 300 | 100.00% | 100.00% |
16.03.2015 | 54.83% | 0.02 | 0.04 | 1'000'000 | 10'000 | 1'000'000 | 10'000 | 27'394 | 474 | 94.64% | 94.64% |
13.03.2015 | 23.01% | 0.07 | 0.09 | 1'000'000 | 10'000 | 1'000'000 | 10'000 | 44'002 | 555 | 100.00% | 100.00% |
12.03.2015 | 16.30% | 0.05 | 0.06 | 1'000'000 | 10'000 | 1'000'000 | 10'000 | 57'105 | 671 | 100.00% | 100.00% |
11.03.2015 | 14.94% | 0.06 | 0.07 | 1'000'000 | 10'000 | 282'013 | 10'000 | 18'616 | 722 | 97.03% | 97.03% |
10.03.2015 | 18.55% | 0.06 | 0.07 | 10'000 | 10'000 | 10'000 | 10'000 | 500 | 600 | 100.00% | 100.00% |