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 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.17% |
17.06.2015 | 105.13% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 16'284 | 2.27% | 100.00% |
16.06.2015 | 106.27% | 0.01 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 5'824 | 18'767 | 64.18% | 100.00% |
15.06.2015 | 89.93% | 0.02 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 8'407 | 21'377 | 100.00% | 100.00% |
12.06.2015 | 56.10% | 0.03 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 16'440 | 28'815 | 100.00% | 100.00% |
11.06.2015 | 44.47% | 0.05 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 24'917 | 39'176 | 100.00% | 100.00% |
10.06.2015 | 42.35% | 0.06 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 23'597 | 36'168 | 100.00% | 100.00% |
09.06.2015 | 57.55% | 0.03 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 14'944 | 26'674 | 99.84% | 99.84% |
08.06.2015 | 46.88% | 0.03 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 19'339 | 31'095 | 100.00% | 100.00% |