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 | - | - | 0.04 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.75% |
17.06.2015 | - | - | 0.04 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 99.78% |
16.06.2015 | - | - | 0.05 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 97.90% |
15.06.2015 | 88.81% | 0.01 | 0.06 | 300'000 | 300'000 | 200'088 | 200'088 | 6'108 | 14'357 | 27.89% | 100.00% |
12.06.2015 | 34.08% | 0.07 | 0.10 | 200'000 | 200'000 | 162'709 | 162'709 | 12'004 | 16'885 | 98.15% | 98.15% |
11.06.2015 | 27.27% | 0.09 | 0.12 | 150'000 | 150'000 | 169'057 | 169'057 | 16'098 | 21'170 | 98.55% | 98.55% |
10.06.2015 | 46.15% | 0.07 | 0.10 | 200'000 | 200'000 | 237'507 | 237'507 | 11'843 | 18'969 | 99.40% | 99.40% |
09.06.2015 | 43.50% | 0.05 | 0.08 | 250'000 | 250'000 | 231'246 | 231'246 | 12'989 | 19'926 | 98.41% | 98.41% |
08.06.2015 | 19.82% | 0.10 | 0.13 | 150'000 | 150'000 | 150'000 | 150'000 | 20'716 | 25'216 | 99.83% | 99.83% |