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 | 19.31% | 0.07 | 0.08 | 170'000 | 170'000 | 157'821 | 157'821 | 7'705 | 9'283 | 97.89% | 97.89% |
17.06.2015 | 10.75% | 0.08 | 0.09 | 130'000 | 130'000 | 125'986 | 125'986 | 11'156 | 12'416 | 99.12% | 99.12% |
16.06.2015 | 11.93% | 0.11 | 0.12 | 160'000 | 160'000 | 147'712 | 147'712 | 11'799 | 13'276 | 97.76% | 97.76% |
15.06.2015 | 8.59% | 0.11 | 0.12 | 130'000 | 130'000 | 121'899 | 121'899 | 13'605 | 14'824 | 99.51% | 99.51% |
12.06.2015 | 5.71% | 0.17 | 0.18 | 110'000 | 110'000 | 110'000 | 110'000 | 18'817 | 19'917 | 99.40% | 99.40% |
11.06.2015 | 3.98% | 0.23 | 0.24 | 100'000 | 100'000 | 104'042 | 104'042 | 25'634 | 26'675 | 98.84% | 98.84% |
10.06.2015 | 4.42% | 0.23 | 0.24 | 110'000 | 110'000 | 110'000 | 110'000 | 24'367 | 25'467 | 99.95% | 99.95% |
09.06.2015 | 4.93% | 0.21 | 0.22 | 120'000 | 120'000 | 120'000 | 120'000 | 23'830 | 25'030 | 99.45% | 99.45% |
08.06.2015 | 4.95% | 0.21 | 0.22 | 120'000 | 120'000 | 120'000 | 120'000 | 23'666 | 24'866 | 100.00% | 100.00% |