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 | - | - |
17.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.59% |
16.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.51% |
15.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.97% |
14.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.23% |
13.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.92% |
10.06.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 77.42% | 98.90% |
09.06.2016 | 34.74% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 999'997 | 24'704 | 34'704 | 96.95% | 96.95% |
08.06.2016 | 12.43% | 0.06 | 0.07 | 775'000 | 775'000 | 775'000 | 775'000 | 59'392 | 67'142 | 99.71% | 99.71% |
07.06.2016 | 7.87% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 123'099 | 133'099 | 98.75% | 98.75% |