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% | 88.54% |
19.03.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.44% |
18.03.2015 | 100.00% | 0.01 | 0.02 | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 | 3'000 | 11.19% | 98.59% |
17.03.2015 | 100.00% | 0.01 | 0.03 | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 | 3'000 | 81.59% | 100.00% |
16.03.2015 | 100.00% | 0.01 | 0.03 | 500'000 | 100'000 | 363'778 | 100'000 | 3'638 | 3'000 | 99.96% | 99.96% |
13.03.2015 | 88.22% | 0.02 | 0.04 | 300'000 | 100'000 | 300'000 | 100'000 | 4'348 | 3'526 | 100.00% | 100.00% |
12.03.2015 | 52.86% | 0.03 | 0.05 | 300'000 | 100'000 | 300'000 | 99'969 | 8'509 | 4'841 | 99.75% | 99.96% |
11.03.2015 | 101.52% | 0.01 | 0.03 | 300'000 | 100'000 | 300'000 | 100'000 | 3'001 | 3'077 | 92.57% | 99.98% |
10.03.2015 | 100.00% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 | 3'000 | 6.15% | 99.87% |