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 | - | - | 0.12 | 0 | 75'000 | 0 | 0 | 0 | 0 | 0.00% | 27.39% |
26.06.2015 | - | - | 0.07 | 0 | 600'000 | 0 | 0 | 0 | 0 | 0.00% | 97.96% |
25.06.2015 | 34.71% | 0.04 | 0.06 | 250'000 | 250'000 | 282'162 | 282'162 | 13'595 | 19'238 | 94.29% | 94.29% |
24.06.2015 | 12.52% | 0.08 | 0.09 | 250'000 | 250'000 | 256'146 | 256'149 | 19'400 | 21'961 | 97.20% | 97.20% |
23.06.2015 | 11.69% | 0.08 | 0.09 | 200'000 | 200'000 | 231'757 | 231'757 | 18'661 | 20'978 | 99.75% | 99.75% |
22.06.2015 | 18.69% | 0.05 | 0.06 | 250'000 | 250'000 | 308'575 | 308'575 | 14'949 | 18'035 | 99.84% | 99.84% |
18.06.2015 | 27.37% | 0.04 | 0.05 | 350'000 | 350'000 | 392'581 | 392'581 | 12'444 | 16'369 | 98.89% | 98.89% |
17.06.2015 | 20.45% | 0.04 | 0.05 | 350'000 | 350'000 | 394'092 | 394'092 | 17'591 | 21'532 | 100.00% | 100.00% |
16.06.2015 | 27.34% | 0.04 | 0.05 | 450'000 | 450'000 | 474'006 | 474'006 | 15'447 | 20'187 | 98.55% | 98.55% |