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 | 1.41% | 1.19 | 1.22 | 100'000 | 100'000 | 100'000 | 100'000 | 74'401 | 75'419 | 97.69% | 97.69% |
17.06.2015 | 2.77% | 0.68 | 0.70 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 686'759 | 70'607 | 99.98% | 99.98% |
16.06.2015 | 4.65% | 0.57 | 0.59 | 1'000'000 | 100'000 | 999'999 | 100'000 | 426'851 | 44'685 | 99.74% | 100.00% |
15.06.2015 | 3.98% | 0.49 | 0.51 | 1'000'000 | 100'000 | 1'000'000 | 99'994 | 499'622 | 51'957 | 99.42% | 99.63% |
12.06.2015 | 2.47% | 0.65 | 0.67 | 1'000'000 | 100'000 | 1'000'000 | 99'993 | 804'928 | 82'488 | 99.51% | 99.51% |
11.06.2015 | 2.03% | 0.99 | 1.01 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 978'741 | 99'874 | 99.98% | 99.98% |
10.06.2015 | 2.87% | 0.93 | 0.95 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 691'533 | 71'153 | 99.66% | 99.99% |
09.06.2015 | 3.44% | 0.55 | 0.57 | 1'000'000 | 100'000 | 1'000'000 | 99'982 | 576'751 | 59'666 | 90.42% | 90.85% |
08.06.2015 | 2.12% | 0.81 | 0.83 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 934'705 | 95'471 | 99.70% | 99.92% |