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 | 0.55% | 1.98 | 1.99 | 100'000 | 100'000 | 100'000 | 100'000 | 182'535 | 183'536 | 98.52% | 98.52% |
17.06.2015 | 0.55% | 1.81 | 1.82 | 1'000'000 | 10'000 | 614'539 | 6'145 | 1'117'420 | 11'236 | 99.95% | 99.95% |
16.06.2015 | 0.60% | 1.76 | 1.77 | 1'000'000 | 10'000 | 714'741 | 7'147 | 1'196'150 | 12'033 | 30.78% | 30.78% |
15.06.2015 | 0.59% | 1.70 | 1.71 | 1'000'000 | 10'000 | 614'571 | 6'146 | 1'037'910 | 10'441 | 99.92% | 99.92% |
12.06.2015 | 0.53% | 1.79 | 1.80 | 1'000'000 | 10'000 | 604'335 | 6'043 | 1'126'030 | 11'321 | 97.24% | 97.24% |
11.06.2015 | 0.52% | 1.94 | 1.95 | 1'000'000 | 10'000 | 605'302 | 6'053 | 1'167'250 | 11'733 | 97.60% | 97.60% |
10.06.2015 | 0.58% | 1.88 | 1.89 | 1'000'000 | 10'000 | 611'827 | 6'118 | 1'059'440 | 10'656 | 99.22% | 99.22% |
09.06.2015 | 0.61% | 1.67 | 1.68 | 1'000'000 | 10'000 | 591'501 | 5'915 | 973'912 | 9'798 | 95.28% | 95.28% |
08.06.2015 | 0.57% | 1.72 | 1.73 | 1'000'000 | 10'000 | 606'122 | 6'061 | 1'054'860 | 10'609 | 98.68% | 98.68% |