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% | 98.84% |
17.06.2015 | 120.00% | 0.01 | 0.03 | 320'000 | 410'000 | 320'000 | 320'000 | 3'200 | 12'800 | 2.98% | 99.90% |
16.06.2015 | 98.27% | 0.02 | 0.04 | 520'000 | 520'000 | 492'661 | 492'661 | 5'175 | 15'004 | 41.99% | 97.97% |
15.06.2015 | 51.10% | 0.02 | 0.03 | 290'000 | 290'000 | 276'996 | 276'996 | 5'101 | 8'372 | 80.05% | 80.05% |
12.06.2015 | 16.82% | 0.05 | 0.06 | 190'000 | 190'000 | 182'071 | 182'071 | 10'026 | 11'847 | 95.67% | 95.67% |
11.06.2015 | 8.96% | 0.09 | 0.10 | 150'000 | 150'000 | 154'106 | 154'106 | 16'505 | 18'046 | 97.05% | 97.05% |
10.06.2015 | 10.13% | 0.10 | 0.11 | 170'000 | 170'000 | 174'074 | 174'074 | 16'347 | 18'088 | 98.32% | 98.32% |
09.06.2015 | 11.49% | 0.09 | 0.10 | 190'000 | 190'000 | 190'000 | 190'000 | 15'671 | 17'571 | 95.12% | 95.12% |
08.06.2015 | 11.56% | 0.09 | 0.10 | 190'000 | 190'000 | 186'054 | 186'054 | 15'228 | 17'089 | 86.62% | 86.62% |