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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.06.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 60'000 | 1'000'000 | 60'000 | 10'000 | 1'800 | 7.33% | 99.93% |
16.06.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 60'000 | 571'968 | 34'318 | 5'720 | 1'030 | 70.50% | 99.97% |
15.06.2015 | 83.26% | 0.01 | 0.03 | 1'000'000 | 60'000 | 610'377 | 36'623 | 7'967 | 1'099 | 98.90% | 98.90% |
12.06.2015 | 40.57% | 0.03 | 0.04 | 1'000'000 | 60'000 | 610'580 | 36'635 | 19'314 | 1'709 | 98.83% | 98.83% |
11.06.2015 | 24.37% | 0.06 | 0.07 | 1'000'000 | 60'000 | 610'378 | 36'623 | 44'605 | 3'387 | 98.89% | 98.89% |
10.06.2015 | 29.43% | 0.08 | 0.09 | 1'000'000 | 60'000 | 614'432 | 36'866 | 37'598 | 2'939 | 99.99% | 99.99% |
09.06.2015 | 22.31% | 0.05 | 0.06 | 1'000'000 | 60'000 | 609'142 | 36'549 | 38'958 | 2'930 | 98.55% | 98.90% |
08.06.2015 | 12.74% | 0.13 | 0.14 | 1'000'000 | 60'000 | 604'135 | 36'248 | 109'510 | 7'414 | 97.32% | 97.32% |