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 | 16.69% | 0.09 | 0.10 | 145'000 | 145'000 | 135'703 | 135'703 | 7'804 | 9'161 | 85.91% | 85.91% |
17.06.2015 | 14.90% | 0.12 | 0.14 | 100'000 | 100'000 | 100'000 | 100'000 | 12'528 | 14'528 | 97.72% | 97.72% |
16.06.2015 | 13.28% | 0.15 | 0.17 | 105'000 | 105'000 | 109'131 | 109'131 | 15'458 | 17'641 | 96.45% | 96.45% |
15.06.2015 | 10.87% | 0.13 | 0.15 | 100'000 | 100'000 | 100'000 | 100'000 | 15'322 | 17'033 | 97.23% | 97.23% |
12.06.2015 | 4.07% | 0.20 | 0.21 | 90'000 | 90'000 | 88'471 | 88'471 | 21'500 | 22'385 | 67.64% | 67.64% |
11.06.2015 | 6.07% | 0.30 | 0.32 | 85'000 | 85'000 | 85'000 | 85'000 | 26'888 | 28'570 | 64.95% | 64.95% |
10.06.2015 | 3.94% | 0.27 | 0.28 | 95'000 | 95'000 | 99'238 | 99'238 | 24'702 | 25'694 | 88.78% | 88.78% |
09.06.2015 | 10.17% | 0.17 | 0.18 | 110'000 | 110'000 | 107'877 | 107'877 | 19'577 | 21'672 | 95.40% | 95.40% |
08.06.2015 | 8.00% | 0.24 | 0.26 | 100'000 | 100'000 | 100'000 | 100'000 | 24'024 | 26'024 | 100.00% | 100.00% |