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 | 75.44% | 0.14 | 0.20 | 300'000 | 300'000 | 331'056 | 331'056 | 17'839 | 37'702 | 90.65% | 90.65% |
17.06.2015 | 15.17% | 0.05 | 0.06 | 300'000 | 300'000 | 299'713 | 299'713 | 18'581 | 21'578 | 91.86% | 91.86% |
16.06.2015 | 60.77% | 0.04 | 0.05 | 375'000 | 375'000 | 375'000 | 375'000 | 7'500 | 12'847 | 28.00% | 89.94% |
15.06.2015 | 29.14% | 0.03 | 0.04 | 375'000 | 375'000 | 375'000 | 375'000 | 13'082 | 17'063 | 27.27% | 44.29% |
12.06.2015 | 8.92% | 0.07 | 0.08 | 225'000 | 225'000 | 235'128 | 235'127 | 26'307 | 28'658 | 94.39% | 94.39% |
11.06.2015 | 7.04% | 0.15 | 0.16 | 250'000 | 250'000 | 250'000 | 250'000 | 34'485 | 36'985 | 94.19% | 94.19% |
10.06.2015 | 12.53% | 0.12 | 0.13 | 375'000 | 375'000 | 375'000 | 375'000 | 28'504 | 32'254 | 91.71% | 91.71% |
09.06.2015 | 18.37% | 0.06 | 0.07 | 375'000 | 375'000 | 375'000 | 375'000 | 18'807 | 22'557 | 89.30% | 89.30% |
08.06.2015 | 11.81% | 0.07 | 0.08 | 375'000 | 375'000 | 365'853 | 365'853 | 29'389 | 33'048 | 52.99% | 52.99% |