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 | 5.65% | 0.43 | 0.46 | 500'000 | 500'000 | 500'000 | 500'000 | 271'100 | 286'665 | 82.39% | 82.39% |
17.06.2015 | 8.18% | 0.34 | 0.37 | 550'000 | 550'000 | 569'665 | 569'665 | 201'866 | 218'956 | 96.09% | 96.09% |
16.06.2015 | 8.80% | 0.27 | 0.30 | 600'000 | 600'000 | 600'000 | 600'000 | 199'230 | 217'230 | 97.57% | 97.57% |
15.06.2015 | 8.46% | 0.34 | 0.37 | 650'000 | 650'000 | 688'301 | 688'301 | 234'242 | 254'891 | 96.07% | 96.07% |
12.06.2015 | 17.09% | 0.24 | 0.27 | 750'000 | 750'000 | 750'000 | 750'000 | 125'944 | 148'444 | 97.45% | 97.45% |
11.06.2015 | 22.70% | 0.14 | 0.17 | 750'000 | 750'000 | 750'000 | 750'000 | 88'694 | 111'194 | 89.81% | 89.81% |
10.06.2015 | 12.44% | 0.16 | 0.19 | 750'000 | 750'000 | 750'000 | 750'000 | 171'792 | 194'292 | 98.48% | 98.48% |
09.06.2015 | 8.38% | 0.34 | 0.37 | 750'000 | 750'000 | 750'000 | 750'000 | 252'030 | 274'002 | 97.62% | 97.62% |
08.06.2015 | 3.98% | 0.26 | 0.27 | 750'000 | 750'000 | 750'000 | 750'000 | 185'095 | 192'595 | 99.81% | 99.81% |