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 | - | - |
20.06.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.70% |
19.06.2014 | 100.00% | 0.01 | 0.02 | 100'000 | 100'000 | 495'675 | 495'675 | 4'957 | 14'870 | 0.06% | 97.93% |
18.06.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.15% |
17.06.2014 | 90.17% | 0.01 | 0.03 | 500'000 | 500'000 | 499'894 | 499'894 | 5'818 | 14'997 | 93.72% | 93.93% |
16.06.2014 | 23.15% | 0.03 | 0.04 | 500'000 | 500'000 | 483'863 | 483'863 | 39'368 | 49'523 | 84.24% | 84.24% |
13.06.2014 | 20.06% | 0.13 | 0.14 | 400'000 | 400'000 | 463'331 | 463'331 | 54'202 | 66'464 | 95.06% | 95.06% |
12.06.2014 | 21.02% | 0.10 | 0.11 | 500'000 | 500'000 | 499'981 | 499'981 | 53'796 | 66'681 | 94.49% | 94.49% |
11.06.2014 | 27.04% | 0.09 | 0.10 | 500'000 | 500'000 | 500'000 | 500'000 | 42'329 | 55'341 | 96.05% | 96.05% |
10.06.2014 | 21.52% | 0.09 | 0.10 | 500'000 | 500'000 | 500'000 | 500'000 | 36'455 | 45'375 | 98.56% | 98.56% |