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 | - | - | 0.03 | 0 | 60'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.03.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 60'000 | 526'218 | 31'573 | 5'262 | 947 | 26.43% | 99.83% |
17.03.2015 | 100.06% | 0.01 | 0.03 | 1'000'000 | 60'000 | 672'135 | 40'328 | 6'721 | 1'211 | 99.76% | 99.76% |
16.03.2015 | 78.73% | 0.01 | 0.04 | 1'000'000 | 60'000 | 672'668 | 40'360 | 10'471 | 1'457 | 100.00% | 100.00% |
13.03.2015 | 35.85% | 0.04 | 0.05 | 1'000'000 | 60'000 | 672'216 | 40'333 | 25'292 | 2'094 | 99.79% | 99.79% |
12.03.2015 | 71.38% | 0.04 | 0.05 | 1'000'000 | 60'000 | 672'815 | 40'369 | 15'294 | 1'519 | 100.00% | 100.00% |
11.03.2015 | 99.19% | 0.01 | 0.03 | 1'000'000 | 60'000 | 293'495 | 40'112 | 3'070 | 1'203 | 98.69% | 98.69% |
10.03.2015 | 100.00% | 0.01 | 0.03 | 60'000 | 60'000 | 38'692 | 38'692 | 387 | 1'161 | 98.19% | 100.00% |