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 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.06% |
17.06.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.35% |
16.06.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.05% |
15.06.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.30% |
12.06.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.88% |
11.06.2015 | 99.77% | 0.01 | 0.02 | 500'000 | 100'000 | 494'682 | 494'682 | 4'966 | 14'840 | 53.43% | 98.55% |
10.06.2015 | 73.68% | 0.01 | 0.03 | 500'000 | 500'000 | 496'185 | 496'185 | 7'861 | 15'757 | 62.10% | 93.32% |
09.06.2015 | 21.55% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 22'081 | 27'102 | 91.51% | 91.51% |
08.06.2015 | 17.24% | 0.08 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 27'569 | 32'569 | 94.78% | 94.78% |