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 | 4.47% | 0.44 | 0.46 | 50'000 | 50'000 | 50'000 | 50'000 | 21'907 | 22'907 | 100.00% | 100.00% |
17.06.2015 | 4.46% | 0.46 | 0.48 | 50'000 | 50'000 | 50'000 | 50'000 | 24'277 | 25'386 | 100.00% | 100.00% |
16.06.2015 | 5.33% | 0.56 | 0.59 | 50'000 | 50'000 | 50'000 | 50'000 | 27'509 | 29'009 | 94.16% | 94.16% |
15.06.2015 | 6.75% | 0.44 | 0.47 | 50'000 | 50'000 | 50'000 | 50'000 | 21'485 | 22'985 | 98.33% | 98.33% |
12.06.2015 | 5.84% | 0.47 | 0.50 | 50'000 | 50'000 | 50'000 | 50'000 | 24'960 | 26'460 | 100.00% | 100.00% |
11.06.2015 | 5.04% | 0.52 | 0.55 | 50'000 | 50'000 | 50'000 | 50'000 | 29'125 | 30'625 | 88.89% | 88.89% |
10.06.2015 | 7.85% | 0.45 | 0.48 | 50'000 | 50'000 | 50'000 | 50'000 | 18'031 | 19'491 | 99.44% | 99.44% |
09.06.2015 | 7.44% | 0.30 | 0.32 | 50'000 | 50'000 | 50'000 | 50'000 | 12'977 | 13'977 | 100.00% | 100.00% |
08.06.2015 | 8.06% | 0.25 | 0.27 | 50'000 | 50'000 | 50'000 | 50'000 | 11'922 | 12'922 | 99.30% | 99.30% |