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 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.66% |
17.06.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.06.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.54% |
15.06.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
12.06.2015 | 58.31% | 0.01 | 0.02 | 300'000 | 300'000 | 275'869 | 275'869 | 5'487 | 9'423 | 90.70% | 94.19% |
11.06.2015 | 25.31% | 0.04 | 0.05 | 86'000 | 86'000 | 95'029 | 95'032 | 3'548 | 4'569 | 60.79% | 60.79% |
10.06.2015 | 64.66% | 0.02 | 0.03 | 315'000 | 315'000 | 348'628 | 348'628 | 5'592 | 10'612 | 88.78% | 88.78% |
09.06.2015 | 100.00% | 0.01 | 0.03 | 450'000 | 450'000 | 435'687 | 435'687 | 4'357 | 13'071 | 46.77% | 80.99% |
08.06.2015 | 28.57% | 0.03 | 0.04 | 320'000 | 320'000 | 316'235 | 316'235 | 9'487 | 12'649 | 70.82% | 70.82% |