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 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 399'642 | 400'000 | 3'996 | 8'000 | 100.00% | 100.00% |
17.06.2015 | 21.44% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 16'968 | 20'968 | 99.70% | 99.70% |
16.06.2015 | 15.75% | 0.06 | 0.07 | 400'000 | 400'000 | 400'000 | 399'219 | 23'732 | 27'716 | 100.00% | 100.00% |
15.06.2015 | 10.85% | 0.09 | 0.10 | 400'000 | 400'000 | 399'993 | 400'000 | 35'675 | 39'676 | 99.99% | 99.99% |
12.06.2015 | 10.08% | 0.06 | 0.07 | 400'000 | 400'000 | 400'000 | 399'971 | 38'984 | 42'980 | 99.99% | 99.99% |
11.06.2015 | 7.42% | 0.12 | 0.13 | 400'000 | 400'000 | 399'898 | 399'986 | 52'082 | 56'094 | 99.72% | 99.72% |
10.06.2015 | 12.03% | 0.08 | 0.09 | 400'000 | 400'000 | 399'929 | 399'918 | 31'595 | 35'592 | 99.99% | 99.99% |
09.06.2015 | 10.79% | 0.10 | 0.11 | 400'000 | 400'000 | 400'000 | 399'901 | 35'432 | 39'421 | 100.00% | 100.00% |
08.06.2015 | 6.91% | 0.13 | 0.14 | 400'000 | 400'000 | 400'000 | 399'986 | 56'190 | 60'188 | 100.00% | 100.00% |