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 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 98.80% | 98.80% |
19.03.2015 | 32.81% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 19'578 | 27'270 | 99.92% | 99.92% |
18.03.2015 | 17.47% | 0.09 | 0.11 | 500'000 | 500'000 | 500'000 | 500'000 | 52'634 | 62'634 | 89.09% | 89.09% |
17.03.2015 | 13.06% | 0.13 | 0.15 | 500'000 | 500'000 | 500'000 | 500'000 | 72'080 | 82'080 | 90.66% | 90.66% |
16.03.2015 | 12.13% | 0.13 | 0.15 | 500'000 | 500'000 | 500'000 | 500'000 | 78'825 | 88'825 | 98.63% | 98.63% |
13.03.2015 | 9.90% | 0.18 | 0.20 | 500'000 | 500'000 | 500'000 | 500'000 | 96'239 | 106'239 | 99.88% | 99.88% |
12.03.2015 | 8.39% | 0.17 | 0.19 | 500'000 | 500'000 | 500'000 | 500'000 | 115'061 | 125'061 | 99.40% | 99.40% |
11.03.2015 | 7.58% | 0.26 | 0.28 | 500'000 | 500'000 | 500'000 | 500'000 | 127'043 | 137'043 | 98.91% | 98.91% |
10.03.2015 | 6.81% | 0.28 | 0.30 | 500'000 | 500'000 | 500'000 | 500'000 | 141'953 | 151'953 | 96.17% | 96.17% |