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% | 99.98% |
18.03.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 60'000 | 559'516 | 33'571 | 5'595 | 1'007 | 29.95% | 98.41% |
17.03.2015 | 96.82% | 0.01 | 0.03 | 1'000'000 | 60'000 | 672'207 | 40'332 | 7'838 | 1'340 | 99.78% | 99.78% |
16.03.2015 | 90.82% | 0.02 | 0.04 | 1'000'000 | 60'000 | 672'744 | 40'365 | 9'642 | 1'389 | 100.00% | 100.00% |
13.03.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 60'000 | 672'079 | 40'325 | 6'721 | 1'210 | 99.75% | 99.75% |
12.03.2015 | 41.29% | 0.02 | 0.03 | 1'000'000 | 60'000 | 672'711 | 40'363 | 13'442 | 1'224 | 100.00% | 100.00% |
11.03.2015 | 51.58% | 0.02 | 0.03 | 1'000'000 | 60'000 | 333'971 | 39'664 | 6'721 | 1'380 | 96.52% | 97.64% |
10.03.2015 | 52.98% | 0.02 | 0.03 | 60'000 | 60'000 | 38'540 | 38'540 | 710 | 1'165 | 99.63% | 99.63% |