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 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.06.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.06.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.07% |
15.06.2015 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 475'285 | 475'285 | 4'753 | 9'506 | 2.56% | 99.65% |
12.06.2015 | 42.97% | 0.01 | 0.02 | 500'000 | 500'000 | 499'887 | 499'932 | 10'242 | 15'244 | 100.00% | 100.00% |
11.06.2015 | 21.56% | 0.03 | 0.04 | 500'000 | 500'000 | 499'936 | 500'000 | 20'969 | 25'972 | 99.63% | 99.63% |
10.06.2015 | 36.70% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 11'445 | 16'445 | 99.42% | 99.42% |
09.06.2015 | 59.26% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 499'913 | 6'389 | 11'387 | 100.00% | 100.00% |
08.06.2015 | 28.57% | 0.03 | 0.04 | 500'000 | 500'000 | 499'772 | 500'000 | 14'993 | 20'000 | 99.31% | 99.31% |