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 | 19.08% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 999'947 | 999'834 | 50'204 | 60'199 | 99.65% | 99.73% |
17.06.2015 | 7.88% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 999'985 | 1'000'000 | 123'023 | 133'026 | 99.58% | 99.58% |
16.06.2015 | 7.17% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'911 | 999'831 | 136'559 | 146'553 | 99.70% | 99.70% |
15.06.2015 | 6.79% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 999'928 | 999'824 | 144'977 | 154'975 | 99.99% | 99.99% |
12.06.2015 | 4.09% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 244'421 | 254'476 | 99.78% | 99.78% |
11.06.2015 | 3.14% | 0.30 | 0.31 | 1'000'000 | 1'000'000 | 999'984 | 1'000'000 | 315'404 | 325'468 | 99.75% | 99.75% |
10.06.2015 | 4.17% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 999'926 | 1'000'000 | 235'860 | 245'878 | 99.51% | 99.51% |
09.06.2015 | 5.58% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 999'922 | 999'877 | 174'954 | 184'948 | 99.66% | 99.66% |
08.06.2015 | 4.21% | 0.23 | 0.24 | 1'000'000 | 1'000'000 | 999'977 | 999'991 | 232'505 | 242'508 | 99.87% | 99.87% |