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 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.22% |
17.06.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.06.2015 | - | - | 0.02 | 0 | 930'000 | 0 | 0 | 0 | 0 | 0.00% | 99.03% |
15.06.2015 | 100.00% | 0.01 | 0.02 | 510'000 | 610'000 | 510'000 | 510'000 | 5'100 | 15'300 | 4.36% | 99.41% |
12.06.2015 | 39.03% | 0.02 | 0.03 | 330'000 | 330'000 | 334'083 | 334'083 | 8'420 | 12'095 | 99.61% | 99.61% |
11.06.2015 | 24.41% | 0.03 | 0.04 | 310'000 | 310'000 | 293'672 | 293'672 | 10'733 | 13'670 | 99.63% | 99.63% |
10.06.2015 | 29.48% | 0.04 | 0.05 | 350'000 | 350'000 | 406'870 | 406'870 | 11'930 | 15'999 | 99.92% | 99.92% |
09.06.2015 | 47.45% | 0.01 | 0.03 | 440'000 | 440'000 | 403'193 | 403'193 | 8'333 | 13'139 | 99.45% | 99.45% |
08.06.2015 | 21.79% | 0.04 | 0.05 | 310'000 | 310'000 | 297'818 | 297'818 | 12'211 | 15'190 | 99.90% | 99.90% |