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 | 76.12% | 0.01 | 0.03 | 1'000'000 | 60'000 | 672'454 | 40'347 | 12'599 | 1'672 | 99.86% | 99.86% |
17.03.2015 | 61.92% | 0.02 | 0.04 | 1'000'000 | 60'000 | 672'207 | 40'332 | 17'856 | 1'994 | 99.78% | 99.78% |
16.03.2015 | 33.01% | 0.04 | 0.06 | 1'000'000 | 60'000 | 672'758 | 40'365 | 43'076 | 3'578 | 100.00% | 100.00% |
13.03.2015 | 15.56% | 0.14 | 0.15 | 1'000'000 | 60'000 | 672'081 | 40'325 | 78'559 | 5'371 | 99.75% | 99.75% |
12.03.2015 | 17.42% | 0.10 | 0.11 | 1'000'000 | 60'000 | 672'716 | 40'363 | 64'371 | 4'526 | 100.00% | 100.00% |
11.03.2015 | 16.80% | 0.12 | 0.13 | 1'000'000 | 60'000 | 334'746 | 39'607 | 43'110 | 4'672 | 96.25% | 97.36% |
10.03.2015 | 13.17% | 0.12 | 0.13 | 60'000 | 60'000 | 38'532 | 38'539 | 5'002 | 5'642 | 99.63% | 99.63% |