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 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 94.26% |
19.03.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.46% |
18.03.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 95.31% |
17.03.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.08% |
16.03.2015 | 100.00% | 0.01 | 0.02 | 500'000 | 100'000 | 489'346 | 489'346 | 4'893 | 14'680 | 5.97% | 94.98% |
13.03.2015 | 100.00% | 0.01 | 0.03 | 500'000 | 500'000 | 499'726 | 499'726 | 4'997 | 14'992 | 89.63% | 91.01% |
12.03.2015 | 100.00% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 15'000 | 99.15% | 99.15% |
11.03.2015 | 47.15% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 9'404 | 15'000 | 98.55% | 98.55% |
10.03.2015 | 82.22% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 6'482 | 15'000 | 97.55% | 97.55% |