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 | 61.03% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'680 | 999'768 | 12'109 | 22'109 | 71.60% | 100.00% |
17.06.2015 | 13.30% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'976 | 999'920 | 73'821 | 83'816 | 99.56% | 99.56% |
16.06.2015 | 7.89% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'976 | 999'977 | 124'178 | 134'178 | 99.43% | 99.43% |
15.06.2015 | 6.72% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 999'983 | 145'647 | 155'645 | 99.64% | 99.64% |
12.06.2015 | 3.21% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 313'666 | 323'666 | 98.96% | 98.96% |
11.06.2015 | 2.41% | 0.37 | 0.38 | 1'000'000 | 1'000'000 | 999'919 | 1'000'000 | 411'245 | 421'278 | 99.12% | 99.12% |
10.06.2015 | 3.39% | 0.35 | 0.36 | 1'000'000 | 1'000'000 | 999'977 | 999'976 | 291'421 | 301'421 | 99.47% | 99.47% |
09.06.2015 | 4.16% | 0.23 | 0.24 | 1'000'000 | 1'000'000 | 999'895 | 999'871 | 237'099 | 247'091 | 99.77% | 99.77% |
08.06.2015 | 2.72% | 0.34 | 0.35 | 1'000'000 | 1'000'000 | 1'000'000 | 999'967 | 362'594 | 372'582 | 99.70% | 99.70% |