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 | 100.00% | 0.01 | 0.01 | 50'000 | 25'000 | 50'000 | 25'000 | 500 | 750 | 0.43% | 47.48% |
19.03.2015 | 100.00% | 0.01 | 0.03 | 50'000 | 12'500 | 50'000 | 25'000 | 500 | 750 | 9.00% | 54.72% |
18.03.2015 | 64.89% | 0.01 | 0.03 | 50'000 | 12'500 | 50'000 | 25'000 | 1'106 | 1'053 | 89.39% | 89.50% |
17.03.2015 | 74.93% | 0.02 | 0.04 | 50'000 | 25'000 | 50'000 | 25'000 | 876 | 938 | 99.26% | 99.57% |
16.03.2015 | 36.75% | 0.02 | 0.04 | 50'000 | 25'000 | 30'582 | 25'000 | 1'410 | 1'778 | 89.33% | 97.52% |
13.03.2015 | 56.67% | 0.03 | 0.06 | 25'000 | 25'000 | 25'000 | 25'000 | 851 | 1'511 | 100.00% | 100.00% |
12.03.2015 | 40.80% | 0.05 | 0.07 | 25'000 | 25'000 | 25'000 | 25'000 | 1'154 | 1'740 | 97.95% | 100.00% |
11.03.2015 | 36.74% | 0.04 | 0.07 | 25'000 | 25'000 | 25'000 | 25'000 | 1'327 | 1'917 | 96.88% | 96.88% |
10.03.2015 | 48.87% | 0.04 | 0.06 | 25'000 | 25'000 | 25'000 | 25'000 | 974 | 1'597 | 99.88% | 99.88% |