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 | 29.08% | 0.12 | 0.14 | 25'000 | 25'000 | 25'000 | 25'000 | 1'580 | 2'080 | 89.60% | 89.60% |
17.06.2015 | 23.53% | 0.08 | 0.10 | 50'000 | 50'000 | 50'000 | 50'000 | 3'776 | 4'776 | 87.67% | 87.67% |
16.06.2015 | 33.53% | 0.08 | 0.10 | 70'000 | 70'000 | 65'870 | 65'870 | 3'354 | 4'671 | 98.48% | 98.48% |
15.06.2015 | 26.44% | 0.06 | 0.08 | 60'000 | 60'000 | 60'000 | 60'000 | 3'991 | 5'191 | 99.68% | 99.68% |
12.06.2015 | 15.01% | 0.10 | 0.12 | 50'000 | 50'000 | 50'000 | 50'000 | 6'224 | 7'224 | 99.60% | 99.60% |
11.06.2015 | 13.39% | 0.12 | 0.14 | 50'000 | 50'000 | 50'000 | 50'000 | 7'028 | 8'028 | 97.29% | 97.29% |
10.06.2015 | 19.30% | 0.12 | 0.14 | 60'000 | 60'000 | 60'000 | 60'000 | 5'733 | 6'933 | 93.85% | 93.85% |
09.06.2015 | 22.15% | 0.08 | 0.10 | 60'000 | 60'000 | 64'101 | 64'101 | 5'155 | 6'437 | 97.10% | 97.10% |
08.06.2015 | 26.28% | 0.07 | 0.09 | 60'000 | 60'000 | 68'158 | 68'158 | 4'513 | 5'877 | 99.67% | 99.67% |