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 | 63.67% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 11'085 | 18'454 | 98.18% | 98.23% |
17.06.2015 | 25.40% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 17'568 | 22'568 | 98.50% | 98.50% |
16.06.2015 | 39.19% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 10'781 | 15'880 | 95.10% | 95.10% |
15.06.2015 | 85.30% | 0.03 | 0.04 | 500'000 | 500'000 | 498'808 | 498'808 | 6'536 | 15'362 | 66.81% | 94.76% |
12.06.2015 | 22.77% | 0.03 | 0.04 | 500'000 | 500'000 | 499'999 | 500'000 | 20'665 | 25'712 | 83.70% | 83.70% |
11.06.2015 | 35.42% | 0.05 | 0.06 | 500'000 | 500'000 | 499'999 | 500'000 | 12'778 | 17'778 | 91.46% | 91.46% |
10.06.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.35% |
09.06.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.19% |
08.06.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.57% |