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 | 4.22% | 0.30 | 0.31 | 500'000 | 100'000 | 500'000 | 100'000 | 139'994 | 29'201 | 88.52% | 88.52% |
19.03.2015 | 5.19% | 0.27 | 0.29 | 500'000 | 100'000 | 500'000 | 100'000 | 124'735 | 26'268 | 99.95% | 99.95% |
18.03.2015 | 4.10% | 0.24 | 0.25 | 500'000 | 100'000 | 500'000 | 100'000 | 124'959 | 26'037 | 99.67% | 99.67% |
17.03.2015 | 7.65% | 0.18 | 0.19 | 500'000 | 100'000 | 500'000 | 100'000 | 88'007 | 18'994 | 100.00% | 100.00% |
16.03.2015 | 5.94% | 0.22 | 0.23 | 500'000 | 100'000 | 788'560 | 100'000 | 169'486 | 22'880 | 97.83% | 97.83% |
13.03.2015 | 6.92% | 0.19 | 0.20 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 179'664 | 19'244 | 100.00% | 100.00% |
12.03.2015 | 6.92% | 0.15 | 0.17 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 156'931 | 16'815 | 100.00% | 100.00% |
11.03.2015 | 11.24% | 0.14 | 0.15 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 116'307 | 13'002 | 100.00% | 100.00% |
10.03.2015 | 12.19% | 0.08 | 0.09 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 79'395 | 8'968 | 99.88% | 99.88% |