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 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.62% |
19.03.2015 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.03.2015 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.77% |
17.03.2015 | 66.67% | 0.01 | 0.01 | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 | 4'000 | 64.23% | 100.00% |
16.03.2015 | 64.99% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 2'126 | 4'126 | 99.70% | 99.70% |
13.03.2015 | 37.63% | 0.02 | 0.03 | 200'000 | 200'000 | 200'000 | 200'000 | 4'414 | 6'414 | 99.79% | 99.79% |
12.03.2015 | 55.85% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 2'878 | 4'878 | 99.13% | 99.13% |
11.03.2015 | 19.71% | 0.04 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 16'463 | 20'083 | 97.19% | 97.19% |
10.03.2015 | 19.97% | 0.08 | 0.10 | 200'000 | 200'000 | 200'000 | 200'000 | 14'979 | 18'332 | 99.12% | 99.12% |