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 | 0.01 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 0.17% | 99.98% |
18.03.2015 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 99.68% | 99.68% |
17.03.2015 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 100.00% | 100.00% |
16.03.2015 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 100.00% | 100.00% |
13.03.2015 | 52.57% | 0.01 | 0.02 | 100'000 | 100'000 | 311'658 | 311'658 | 5'760 | 8'876 | 100.00% | 100.00% |
12.03.2015 | 39.99% | 0.02 | 0.03 | 500'000 | 500'000 | 235'359 | 235'359 | 4'709 | 7'063 | 100.00% | 100.00% |
11.03.2015 | 40.00% | 0.02 | 0.03 | 500'000 | 500'000 | 215'935 | 215'935 | 4'319 | 6'478 | 100.00% | 100.00% |
10.03.2015 | 40.00% | 0.02 | 0.03 | 100'000 | 100'000 | 361'436 | 361'436 | 7'229 | 10'843 | 100.00% | 100.00% |