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 | - | - |
17.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.46% |
16.06.2016 | 13.74% | 0.08 | 0.09 | 625'000 | 625'000 | 625'000 | 625'000 | 43'982 | 50'232 | 87.17% | 87.17% |
15.06.2016 | 22.92% | 0.03 | 0.04 | 675'000 | 675'000 | 675'000 | 675'000 | 26'338 | 33'088 | 85.70% | 85.70% |
14.06.2016 | 13.68% | 0.09 | 0.10 | 825'000 | 825'000 | 825'000 | 825'000 | 56'639 | 64'889 | 92.11% | 92.11% |
13.06.2016 | 27.45% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 31'777 | 41'777 | 79.30% | 79.30% |
10.06.2016 | 30.09% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 28'918 | 38'918 | 97.63% | 97.63% |
09.06.2016 | 39.02% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'856 | 30'856 | 96.80% | 96.80% |
08.06.2016 | 30.99% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 27'885 | 37'885 | 98.82% | 98.82% |
07.06.2016 | 29.89% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 28'846 | 38'846 | 98.07% | 98.07% |