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% | 99.78% |
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 | 97.62% | 0.01 | 0.02 | 200'000 | 100'000 | 199'952 | 199'952 | 2'079 | 5'999 | 75.91% | 99.55% |
07.05.2015 | 57.34% | 0.01 | 0.03 | 150'000 | 150'000 | 150'000 | 150'000 | 2'566 | 4'500 | 99.69% | 99.69% |
06.05.2015 | 50.79% | 0.02 | 0.03 | 150'000 | 150'000 | 149'999 | 149'999 | 3'119 | 4'980 | 85.35% | 87.16% |
05.05.2015 | 97.23% | 0.01 | 0.03 | 100'000 | 100'000 | 125'163 | 125'163 | 1'300 | 3'755 | 50.32% | 70.66% |
04.05.2015 | 100.00% | 0.01 | 0.03 | 150'000 | 150'000 | 149'998 | 149'998 | 1'500 | 4'500 | 21.07% | 37.47% |