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 | - | - | 0.03 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.51% |
17.06.2015 | - | - | 0.03 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.45% |
16.06.2015 | - | - | 0.03 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.33% |
15.06.2015 | - | - | 0.02 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 99.20% |
12.06.2015 | 100.00% | 0.01 | 0.02 | 100'000 | 100'000 | 369'743 | 369'743 | 3'697 | 11'092 | 0.88% | 93.95% |
11.06.2015 | 48.13% | 0.01 | 0.03 | 500'000 | 500'000 | 498'118 | 498'118 | 9'404 | 15'068 | 93.77% | 94.88% |
10.06.2015 | 88.12% | 0.03 | 0.04 | 500'000 | 500'000 | 498'066 | 498'066 | 6'017 | 14'998 | 14.37% | 97.56% |
09.06.2015 | 100.00% | 0.01 | 0.02 | 500'000 | 100'000 | 406'788 | 406'788 | 4'068 | 12'204 | 3.13% | 95.45% |
08.06.2015 | 33.90% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 13'800 | 19'065 | 99.23% | 99.23% |