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 | 12.56% | 0.10 | 0.12 | 300'000 | 300'000 | 300'000 | 300'000 | 30'519 | 34'605 | 92.73% | 92.73% |
19.03.2015 | 17.41% | 0.06 | 0.07 | 300'000 | 300'000 | 300'000 | 300'000 | 16'207 | 19'207 | 98.33% | 98.33% |
18.03.2015 | 16.91% | 0.06 | 0.07 | 300'000 | 150'000 | 300'000 | 299'999 | 16'429 | 19'439 | 61.74% | 100.00% |
17.03.2015 | 17.96% | 0.05 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 16'106 | 19'106 | 99.67% | 99.67% |
16.03.2015 | 22.14% | 0.08 | 0.09 | 300'000 | 300'000 | 300'000 | 300'000 | 13'319 | 16'322 | 99.64% | 99.64% |
13.03.2015 | 28.47% | 0.03 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 9'105 | 12'105 | 100.00% | 100.00% |
12.03.2015 | 30.49% | 0.03 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 8'539 | 11'539 | 100.00% | 100.00% |
11.03.2015 | 28.63% | 0.03 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 8'984 | 11'984 | 98.97% | 98.97% |
10.03.2015 | 36.82% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 6'958 | 9'958 | 100.00% | 100.00% |