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 | - | - |
29.06.2015 | 83.72% | 0.08 | 0.19 | 25'000 | 25'000 | 25'000 | 25'000 | 1'935 | 4'685 | 26.24% | 26.24% |
26.06.2015 | 18.87% | 0.25 | 0.31 | 150'000 | 150'000 | 159'083 | 159'083 | 40'413 | 48'558 | 82.94% | 82.94% |
25.06.2015 | 5.31% | 0.35 | 0.37 | 150'000 | 150'000 | 163'220 | 163'220 | 59'852 | 63'116 | 82.16% | 82.16% |
24.06.2015 | 4.72% | 0.42 | 0.44 | 150'000 | 150'000 | 163'085 | 163'085 | 67'466 | 70'728 | 95.10% | 95.10% |
23.06.2015 | 4.74% | 0.41 | 0.43 | 150'000 | 150'000 | 162'211 | 162'211 | 66'774 | 70'018 | 98.45% | 98.45% |
22.06.2015 | 5.97% | 0.33 | 0.35 | 150'000 | 150'000 | 161'966 | 161'966 | 52'548 | 55'788 | 98.44% | 98.44% |
18.06.2015 | 8.11% | 0.27 | 0.29 | 150'000 | 150'000 | 167'201 | 167'201 | 39'629 | 42'973 | 97.37% | 97.37% |
17.06.2015 | 7.76% | 0.24 | 0.26 | 150'000 | 150'000 | 167'286 | 167'286 | 41'588 | 44'933 | 96.45% | 96.45% |
16.06.2015 | 9.33% | 0.22 | 0.24 | 150'000 | 150'000 | 167'173 | 167'173 | 34'630 | 37'973 | 97.02% | 97.02% |