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 | 3.53% | 0.57 | 0.61 | 50'000 | 1'000 | 427'576 | 8'552 | 291'267 | 6'000 | 98.95% | 98.95% |
17.06.2015 | 3.60% | 0.59 | 0.63 | 50'000 | 1'000 | 478'500 | 9'570 | 275'189 | 5'696 | 91.75% | 91.75% |
16.06.2015 | 2.88% | 0.57 | 0.59 | 500'000 | 10'000 | 485'545 | 9'711 | 344'958 | 7'094 | 80.71% | 80.71% |
15.06.2015 | 3.34% | 0.62 | 0.64 | 500'000 | 10'000 | 484'962 | 9'699 | 296'693 | 6'129 | 98.38% | 98.38% |
12.06.2015 | 5.29% | 0.42 | 0.44 | 500'000 | 10'000 | 500'000 | 10'000 | 188'375 | 3'968 | 99.50% | 99.50% |
11.06.2015 | 7.37% | 0.32 | 0.34 | 500'000 | 10'000 | 496'600 | 9'932 | 131'633 | 2'831 | 99.51% | 99.51% |
10.06.2015 | 5.68% | 0.27 | 0.29 | 500'000 | 10'000 | 500'000 | 10'000 | 173'277 | 3'666 | 99.14% | 99.14% |
09.06.2015 | 4.40% | 0.38 | 0.40 | 500'000 | 10'000 | 492'757 | 9'855 | 224'957 | 4'697 | 90.67% | 90.67% |
08.06.2015 | 6.32% | 0.37 | 0.39 | 500'000 | 10'000 | 500'000 | 10'000 | 154'064 | 3'281 | 99.50% | 99.50% |