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 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.06.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.69% |
16.06.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.06.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.06.2015 | 42.95% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 999'965 | 20'342 | 30'341 | 99.48% | 99.81% |
11.06.2015 | 23.34% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'441 | 999'799 | 38'238 | 48'250 | 89.79% | 89.94% |
10.06.2015 | 35.94% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'732 | 1'000'000 | 23'633 | 33'641 | 99.93% | 99.93% |
09.06.2015 | 63.39% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'664 | 1'000'000 | 11'221 | 21'227 | 99.41% | 99.95% |
08.06.2015 | 29.63% | 0.03 | 0.04 | 950'000 | 1'000'000 | 999'694 | 999'919 | 29'065 | 39'071 | 99.90% | 99.90% |