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 | 4.23% | 0.77 | 0.78 | 100'000 | 60'000 | 48'842 | 37'412 | 37'397 | 29'756 | 82.92% | 82.92% |
17.06.2015 | 4.77% | 0.81 | 0.82 | 1'000'000 | 60'000 | 614'500 | 36'870 | 504'943 | 31'595 | 99.96% | 99.96% |
16.06.2015 | 4.44% | 0.81 | 0.83 | 1'000'000 | 60'000 | 614'510 | 36'871 | 479'019 | 29'877 | 99.95% | 99.95% |
15.06.2015 | 4.08% | 0.82 | 0.83 | 1'000'000 | 60'000 | 610'483 | 36'629 | 490'275 | 30'509 | 98.91% | 98.91% |
12.06.2015 | 5.37% | 0.84 | 0.85 | 1'000'000 | 60'000 | 610'543 | 36'633 | 504'785 | 31'743 | 98.85% | 98.85% |
11.06.2015 | 4.37% | 0.85 | 0.86 | 1'000'000 | 60'000 | 610'519 | 36'631 | 514'835 | 32'080 | 98.88% | 98.88% |
10.06.2015 | 5.06% | 0.84 | 0.85 | 1'000'000 | 60'000 | 614'455 | 36'867 | 468'584 | 29'349 | 99.99% | 99.99% |
09.06.2015 | 6.18% | 0.74 | 0.75 | 1'000'000 | 60'000 | 610'306 | 36'618 | 426'443 | 26'992 | 98.83% | 98.83% |
08.06.2015 | 5.80% | 0.75 | 0.77 | 1'000'000 | 60'000 | 610'205 | 36'612 | 462'083 | 29'156 | 98.88% | 98.88% |