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 | - | - |
17.03.2015 | 35.28% | 0.03 | 0.04 | 100'000 | 50'000 | 100'000 | 50'000 | 2'421 | 1'711 | 97.33% | 97.33% |
16.03.2015 | 36.79% | 0.03 | 0.04 | 100'000 | 50'000 | 91'391 | 50'000 | 2'065 | 1'664 | 90.93% | 91.64% |
13.03.2015 | 47.78% | 0.02 | 0.03 | 100'000 | 50'000 | 99'909 | 50'000 | 1'706 | 1'354 | 100.00% | 100.00% |
12.03.2015 | 40.29% | 0.02 | 0.03 | 100'000 | 50'000 | 97'850 | 50'000 | 1'946 | 1'495 | 99.30% | 99.73% |
11.03.2015 | 56.98% | 0.02 | 0.03 | 50'000 | 50'000 | 49'965 | 50'000 | 681 | 1'182 | 99.38% | 99.52% |
10.03.2015 | 63.98% | 0.01 | 0.02 | 50'000 | 50'000 | 33'484 | 33'484 | 340 | 675 | 100.00% | 100.00% |
09.03.2015 | 54.41% | 0.02 | 0.03 | 50'000 | 50'000 | 48'229 | 48'589 | 708 | 1'202 | 97.34% | 99.36% |
06.03.2015 | 61.32% | 0.01 | 0.02 | 50'000 | 50'000 | 50'000 | 50'000 | 600 | 1'100 | 99.99% | 99.99% |
05.03.2015 | 66.67% | 0.01 | 0.01 | 50'000 | 50'000 | 50'000 | 50'000 | 500 | 1'000 | 29.43% | 99.20% |