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% | 94.37% |
19.03.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.45% |
18.03.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 95.32% |
17.03.2015 | 56.31% | 0.01 | 0.03 | 500'000 | 500'000 | 499'757 | 499'757 | 9'735 | 16'347 | 98.94% | 98.94% |
16.03.2015 | 27.75% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 15'649 | 20'649 | 98.17% | 98.17% |
13.03.2015 | 28.37% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 15'157 | 20'157 | 97.94% | 97.94% |
12.03.2015 | 19.58% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 23'282 | 28'282 | 99.10% | 99.10% |
11.03.2015 | 17.84% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 25'611 | 30'611 | 98.55% | 98.55% |
10.03.2015 | 21.04% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 21'479 | 26'479 | 97.54% | 97.54% |