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 | 100.00% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 3'000 | 0.11% | 100.00% |
19.06.2014 | 75.50% | 0.02 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 2'105 | 4'573 | 100.00% | 100.00% |
18.06.2014 | 55.95% | 0.03 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 2'891 | 5'137 | 100.00% | 100.00% |
17.06.2014 | 70.08% | 0.02 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 2'611 | 5'249 | 99.99% | 99.99% |
16.06.2014 | 97.50% | 0.03 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 1'611 | 4'322 | 95.52% | 100.00% |
13.06.2014 | 87.16% | 0.02 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 1'729 | 4'311 | 100.00% | 100.00% |
12.06.2014 | 43.70% | 0.03 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 4'162 | 6'436 | 100.00% | 100.00% |
11.06.2014 | 51.46% | 0.03 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 3'793 | 6'369 | 100.00% | 100.00% |
10.06.2014 | 42.10% | 0.06 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 4'623 | 7'042 | 100.00% | 100.00% |