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 | - | - |
15.05.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 95.58% |
13.05.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.77% |
12.05.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.68% |
11.05.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
08.05.2015 | 100.00% | 0.01 | 0.02 | 200'000 | 100'000 | 199'364 | 199'364 | 1'994 | 5'981 | 28.65% | 99.62% |
07.05.2015 | 99.95% | 0.01 | 0.03 | 200'000 | 200'000 | 199'159 | 199'159 | 1'993 | 5'975 | 53.30% | 99.78% |
06.05.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.21% |
05.05.2015 | 100.00% | 0.01 | 0.02 | 200'000 | 100'000 | 199'964 | 199'964 | 2'000 | 5'999 | 17.82% | 99.96% |
04.05.2015 | 100.00% | 0.01 | 0.02 | 200'000 | 100'000 | 199'991 | 199'991 | 2'000 | 6'000 | 67.77% | 68.99% |