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% | 98.83% |
19.03.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.03.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.89% |
17.03.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.03.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.85% |
13.03.2015 | 66.67% | 0.01 | 0.01 | 150'000 | 100'000 | 141'297 | 141'297 | 1'413 | 2'826 | 3.20% | 99.89% |
12.03.2015 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 149'419 | 149'419 | 1'494 | 2'988 | 49.12% | 99.41% |
11.03.2015 | 59.21% | 0.01 | 0.02 | 150'000 | 150'000 | 150'000 | 150'000 | 1'919 | 3'419 | 98.92% | 98.92% |
10.03.2015 | 29.87% | 0.02 | 0.03 | 150'000 | 150'000 | 133'517 | 133'517 | 3'987 | 5'323 | 96.18% | 96.18% |