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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.03.2015 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 13.61% | 37.19% |
18.03.2015 | 49.05% | 0.01 | 0.01 | 100'000 | 100'000 | 155'805 | 155'805 | 2'760 | 4'318 | 99.12% | 99.68% |
17.03.2015 | 46.04% | 0.02 | 0.03 | 200'000 | 200'000 | 169'859 | 169'859 | 2'916 | 4'614 | 100.00% | 100.00% |
16.03.2015 | 36.93% | 0.02 | 0.03 | 150'000 | 150'000 | 183'092 | 183'092 | 4'065 | 5'896 | 100.00% | 100.00% |
13.03.2015 | 29.39% | 0.02 | 0.03 | 200'000 | 200'000 | 165'596 | 165'596 | 4'927 | 6'583 | 100.00% | 100.00% |
12.03.2015 | 24.03% | 0.03 | 0.04 | 150'000 | 150'000 | 150'612 | 150'612 | 5'592 | 7'098 | 100.00% | 100.00% |
11.03.2015 | 24.75% | 0.04 | 0.05 | 150'000 | 150'000 | 150'002 | 150'002 | 5'402 | 6'902 | 100.00% | 100.00% |
10.03.2015 | 19.67% | 0.03 | 0.04 | 150'000 | 150'000 | 149'795 | 149'795 | 7'051 | 8'549 | 100.00% | 100.00% |