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 | 100.00% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 15'000 | 64.15% | 98.74% |
17.06.2015 | 24.61% | 0.03 | 0.04 | 400'000 | 400'000 | 323'732 | 323'732 | 11'567 | 14'804 | 99.64% | 99.64% |
16.06.2015 | 16.02% | 0.07 | 0.08 | 250'000 | 250'000 | 287'469 | 287'469 | 16'583 | 19'458 | 97.58% | 97.58% |
15.06.2015 | 10.40% | 0.08 | 0.09 | 250'000 | 250'000 | 211'520 | 211'520 | 19'360 | 21'476 | 98.88% | 98.88% |
12.06.2015 | 6.63% | 0.13 | 0.14 | 200'000 | 200'000 | 163'723 | 163'723 | 24'078 | 25'715 | 88.65% | 88.65% |
11.06.2015 | 5.78% | 0.18 | 0.19 | 150'000 | 150'000 | 169'226 | 169'226 | 28'479 | 30'171 | 99.30% | 99.30% |
10.06.2015 | 9.81% | 0.11 | 0.12 | 200'000 | 200'000 | 219'166 | 219'166 | 21'275 | 23'467 | 99.58% | 99.58% |
09.06.2015 | 9.66% | 0.11 | 0.12 | 200'000 | 200'000 | 218'702 | 218'702 | 21'636 | 23'823 | 99.68% | 99.68% |
08.06.2015 | 7.03% | 0.13 | 0.14 | 200'000 | 200'000 | 200'000 | 200'000 | 27'547 | 29'547 | 99.53% | 99.53% |