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 | 87.22% | 0.01 | 0.03 | 500'000 | 200'000 | 500'000 | 200'000 | 7'438 | 6'975 | 74.92% | 99.82% |
17.06.2015 | 12.67% | 0.16 | 0.18 | 500'000 | 200'000 | 500'000 | 200'000 | 74'282 | 33'713 | 100.00% | 100.00% |
16.06.2015 | 13.90% | 0.16 | 0.18 | 500'000 | 200'000 | 500'000 | 200'000 | 67'435 | 30'974 | 97.24% | 97.51% |
15.06.2015 | 13.62% | 0.15 | 0.17 | 500'000 | 200'000 | 500'000 | 200'000 | 68'663 | 31'465 | 100.00% | 100.00% |
12.06.2015 | 9.59% | 0.18 | 0.20 | 500'000 | 200'000 | 500'000 | 200'000 | 99'902 | 43'961 | 99.68% | 99.68% |
11.06.2015 | 9.22% | 0.19 | 0.21 | 500'000 | 200'000 | 500'000 | 200'000 | 103'988 | 45'595 | 100.00% | 100.00% |
10.06.2015 | 8.90% | 0.23 | 0.25 | 500'000 | 200'000 | 500'000 | 200'000 | 107'448 | 46'979 | 100.00% | 100.00% |
09.06.2015 | 10.24% | 0.19 | 0.21 | 500'000 | 200'000 | 500'000 | 200'000 | 92'937 | 41'175 | 96.67% | 96.67% |
08.06.2015 | 8.78% | 0.21 | 0.23 | 500'000 | 200'000 | 500'000 | 200'000 | 109'130 | 47'652 | 87.18% | 89.15% |