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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.03.2015 | 65.98% | 0.01 | 0.02 | 100'000 | 100'000 | 140'672 | 140'672 | 1'471 | 2'878 | 97.54% | 100.00% |
18.03.2015 | 64.38% | 0.01 | 0.02 | 100'000 | 100'000 | 225'002 | 225'005 | 2'464 | 4'714 | 83.41% | 83.73% |
17.03.2015 | 62.48% | 0.02 | 0.03 | 250'000 | 250'000 | 249'826 | 250'000 | 2'889 | 5'392 | 100.00% | 100.00% |
16.03.2015 | 45.37% | 0.01 | 0.02 | 250'000 | 250'000 | 249'882 | 250'000 | 4'496 | 6'997 | 99.56% | 99.56% |
13.03.2015 | 29.02% | 0.03 | 0.04 | 250'000 | 250'000 | 245'172 | 245'172 | 7'519 | 9'971 | 100.00% | 100.00% |
12.03.2015 | 20.65% | 0.05 | 0.06 | 250'000 | 250'000 | 249'757 | 250'000 | 10'965 | 13'477 | 99.74% | 99.74% |
11.03.2015 | 33.87% | 0.02 | 0.03 | 250'000 | 250'000 | 250'000 | 250'000 | 6'341 | 8'841 | 98.90% | 98.90% |
10.03.2015 | 62.57% | 0.01 | 0.02 | 250'000 | 250'000 | 249'988 | 250'000 | 2'884 | 5'384 | 95.73% | 95.73% |