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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16.06.2016 | 1.33% | 1.14 | 1.17 | 200'000 | 200'000 | 200'000 | 200'000 | 235'305 | 238'445 | 79.66% | 79.66% |
15.06.2016 | 1.01% | 1.01 | 1.02 | 225'000 | 225'000 | 225'000 | 225'000 | 222'384 | 224'634 | 98.94% | 98.94% |
14.06.2016 | 0.96% | 1.09 | 1.10 | 225'000 | 225'000 | 225'000 | 225'000 | 233'092 | 235'342 | 96.76% | 96.76% |
13.06.2016 | 1.29% | 0.79 | 0.80 | 225'000 | 225'000 | 225'000 | 225'000 | 173'385 | 175'635 | 99.22% | 99.22% |
10.06.2016 | 2.05% | 0.57 | 0.58 | 250'000 | 250'000 | 249'999 | 250'000 | 122'714 | 125'214 | 99.45% | 99.45% |
09.06.2016 | 3.61% | 0.28 | 0.29 | 300'000 | 300'000 | 299'999 | 300'000 | 81'951 | 84'952 | 97.93% | 97.93% |
08.06.2016 | 5.74% | 0.20 | 0.21 | 425'000 | 425'000 | 425'000 | 425'000 | 72'332 | 76'582 | 99.75% | 99.75% |
07.06.2016 | 7.02% | 0.14 | 0.15 | 375'000 | 375'000 | 375'000 | 375'000 | 51'652 | 55'402 | 97.04% | 97.04% |