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% | 97.59% |
17.06.2015 | 100.00% | 0.01 | 0.02 | 500'000 | 100'000 | 454'013 | 454'013 | 4'540 | 13'620 | 0.17% | 94.41% |
16.06.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.98% |
15.06.2015 | 96.06% | 0.01 | 0.03 | 500'000 | 500'000 | 499'205 | 499'205 | 5'321 | 14'976 | 31.40% | 92.85% |
12.06.2015 | 28.63% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 14'973 | 19'973 | 92.77% | 92.77% |
11.06.2015 | 19.42% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 23'471 | 28'471 | 93.33% | 93.33% |
10.06.2015 | 24.48% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 18'222 | 23'222 | 97.40% | 97.40% |
09.06.2015 | 22.47% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 20'262 | 25'262 | 94.68% | 94.68% |
08.06.2015 | 11.66% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 40'759 | 45'759 | 82.65% | 82.65% |