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 | 30'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.03.2015 | 113.95% | 0.01 | 0.03 | 500'000 | 60'000 | 500'000 | 30'000 | 5'000 | 1'124 | 51.24% | 100.00% |
18.03.2015 | 35.91% | 0.05 | 0.07 | 1'000'000 | 60'000 | 672'284 | 40'337 | 43'135 | 3'674 | 99.81% | 99.81% |
17.03.2015 | 30.16% | 0.06 | 0.08 | 1'000'000 | 60'000 | 672'057 | 40'323 | 51'966 | 4'189 | 99.74% | 99.74% |
16.03.2015 | 25.79% | 0.09 | 0.12 | 1'000'000 | 60'000 | 667'697 | 40'062 | 72'197 | 5'571 | 96.83% | 100.00% |
13.03.2015 | 13.85% | 0.17 | 0.18 | 1'000'000 | 60'000 | 671'529 | 40'290 | 102'491 | 6'911 | 99.58% | 99.58% |
12.03.2015 | 11.91% | 0.13 | 0.14 | 1'000'000 | 60'000 | 672'675 | 40'361 | 97'439 | 6'553 | 100.00% | 100.00% |
11.03.2015 | 8.31% | 0.17 | 0.18 | 1'000'000 | 60'000 | 248'770 | 40'275 | 43'190 | 7'643 | 99.49% | 99.49% |
10.03.2015 | 12.94% | 0.17 | 0.18 | 60'000 | 60'000 | 38'532 | 38'532 | 6'467 | 7'236 | 100.00% | 100.00% |