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 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.59% |
17.06.2015 | 35.35% | 0.05 | 0.07 | 500'000 | 200'000 | 500'000 | 200'000 | 23'697 | 13'479 | 100.00% | 100.00% |
16.06.2015 | 38.01% | 0.06 | 0.08 | 500'000 | 200'000 | 500'000 | 200'000 | 21'872 | 12'749 | 97.51% | 97.51% |
15.06.2015 | 33.78% | 0.06 | 0.08 | 500'000 | 200'000 | 500'000 | 200'000 | 24'847 | 13'939 | 98.62% | 100.00% |
12.06.2015 | 19.05% | 0.08 | 0.10 | 500'000 | 200'000 | 500'000 | 200'000 | 48'294 | 23'317 | 99.68% | 99.68% |
11.06.2015 | 17.42% | 0.09 | 0.11 | 500'000 | 200'000 | 500'000 | 200'000 | 53'150 | 25'260 | 100.00% | 100.00% |
10.06.2015 | 16.14% | 0.12 | 0.14 | 500'000 | 200'000 | 500'000 | 200'000 | 57'101 | 26'840 | 100.00% | 100.00% |
09.06.2015 | 19.08% | 0.10 | 0.12 | 500'000 | 200'000 | 500'000 | 200'000 | 47'782 | 23'113 | 98.04% | 98.04% |
08.06.2015 | 15.13% | 0.12 | 0.14 | 500'000 | 200'000 | 500'000 | 200'000 | 61'321 | 28'528 | 79.51% | 89.15% |