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 | 66.67% | 0.01 | 0.01 | 1'000'000 | 100'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 64.47% | 100.00% |
16.06.2015 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 100.00% | 100.00% |
15.06.2015 | 37.20% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 999'705 | 22'449 | 32'440 | 100.00% | 100.00% |
12.06.2015 | 23.05% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'527 | 1'000'000 | 38'684 | 48'702 | 100.00% | 100.00% |
11.06.2015 | 21.97% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'818 | 1'000'000 | 40'707 | 50'715 | 100.00% | 100.00% |
10.06.2015 | 38.62% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 21'206 | 31'206 | 100.00% | 100.00% |
09.06.2015 | 30.27% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 999'934 | 29'123 | 39'121 | 100.00% | 100.00% |
08.06.2015 | 22.12% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 40'260 | 50'260 | 100.00% | 100.00% |