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 | - | - | 0.03 | 0 | 60'000 | 0 | 0 | 0 | 0 | 0.00% | 96.50% |
17.03.2015 | - | - | 0.03 | 0 | 60'000 | 0 | 0 | 0 | 0 | 0.00% | 97.78% |
16.03.2015 | - | - | 0.03 | 0 | 60'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.03.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 60'000 | 953'217 | 57'193 | 9'532 | 1'716 | 37.31% | 99.47% |
12.03.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 60'000 | 836'694 | 50'202 | 8'367 | 1'506 | 51.30% | 100.00% |
11.03.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 60'000 | 524'785 | 45'728 | 5'248 | 1'372 | 59.30% | 97.67% |
10.03.2015 | 100.00% | 0.01 | 0.03 | 60'000 | 60'000 | 38'540 | 38'540 | 385 | 1'156 | 99.63% | 99.63% |