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 | - | - |
18.06.2015 | 26.11% | 0.12 | 0.15 | 300'000 | 300'000 | 299'870 | 300'000 | 25'987 | 33'640 | 99.32% | 99.32% |
17.06.2015 | 15.68% | 0.13 | 0.16 | 300'000 | 300'000 | 300'000 | 300'000 | 44'667 | 52'204 | 100.00% | 100.00% |
16.06.2015 | 16.10% | 0.17 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 44'202 | 51'855 | 100.00% | 100.00% |
15.06.2015 | 14.64% | 0.16 | 0.18 | 300'000 | 300'000 | 300'000 | 300'000 | 48'218 | 55'802 | 100.00% | 100.00% |
12.06.2015 | 10.70% | 0.20 | 0.23 | 300'000 | 300'000 | 300'000 | 300'000 | 68'783 | 76'481 | 99.91% | 99.91% |
11.06.2015 | 8.88% | 0.27 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 80'357 | 87'808 | 99.97% | 99.97% |
10.06.2015 | 13.26% | 0.19 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 51'650 | 58'951 | 100.00% | 100.00% |
09.06.2015 | 12.31% | 0.21 | 0.23 | 300'000 | 300'000 | 300'000 | 300'000 | 58'126 | 65'673 | 100.00% | 100.00% |
08.06.2015 | 8.45% | 0.25 | 0.27 | 300'000 | 300'000 | 300'000 | 300'000 | 85'269 | 92'775 | 99.51% | 99.51% |