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 | 36.65% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'935 | 1'000'000 | 22'926 | 32'928 | 99.69% | 99.69% |
16.06.2015 | 27.49% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'860 | 1'000'000 | 32'952 | 42'958 | 99.92% | 99.92% |
15.06.2015 | 25.83% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 35'875 | 45'875 | 99.99% | 99.99% |
12.06.2015 | 10.19% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'998 | 1'000'000 | 96'916 | 106'917 | 99.92% | 99.92% |
11.06.2015 | 6.49% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 999'343 | 999'944 | 149'702 | 159'793 | 99.73% | 99.73% |
10.06.2015 | 10.56% | 0.11 | 0.12 | 750'000 | 1'000'000 | 999'826 | 1'000'000 | 90'501 | 100'513 | 48.41% | 48.41% |
09.06.2015 | 14.96% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 999'959 | 62'615 | 72'612 | 99.65% | 99.65% |
08.06.2015 | 9.48% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'897 | 999'755 | 100'605 | 110'591 | 99.89% | 99.89% |