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 | 0.01 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 53.25% | 87.01% |
19.03.2015 | 64.14% | 0.01 | 0.01 | 100'000 | 100'000 | 99'841 | 99'841 | 1'099 | 2'101 | 43.63% | 97.38% |
18.03.2015 | 45.88% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'858 | 2'858 | 100.00% | 100.00% |
17.03.2015 | 36.77% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 2'386 | 3'386 | 98.27% | 98.27% |
16.03.2015 | 22.46% | 0.04 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 4'035 | 5'035 | 100.00% | 100.00% |
13.03.2015 | 27.51% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 3'177 | 4'177 | 100.00% | 100.00% |
12.03.2015 | 35.39% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 2'403 | 3'403 | 100.00% | 100.00% |
11.03.2015 | 52.36% | 0.02 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 1'537 | 2'537 | 100.00% | 100.00% |
10.03.2015 | 61.93% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'177 | 2'177 | 97.07% | 100.00% |