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 | 90.94% | 0.01 | 0.02 | 280'000 | 280'000 | 253'056 | 253'056 | 2'923 | 7'629 | 48.36% | 98.32% |
17.06.2015 | 100.00% | 0.01 | 0.02 | 330'000 | 330'000 | 455'013 | 455'013 | 4'550 | 13'650 | 19.77% | 92.87% |
16.06.2015 | 100.00% | 0.01 | 0.02 | 360'000 | 490'000 | 360'000 | 360'000 | 3'600 | 10'800 | 11.90% | 97.59% |
15.06.2015 | 92.52% | 0.01 | 0.03 | 320'000 | 320'000 | 390'642 | 390'642 | 4'388 | 11'719 | 87.40% | 98.70% |
12.06.2015 | 100.00% | 0.01 | 0.03 | 550'000 | 550'000 | 550'000 | 550'000 | 5'500 | 16'500 | 5.89% | 97.11% |
11.06.2015 | 100.00% | 0.01 | 0.02 | 460'000 | 460'000 | 460'000 | 460'000 | 4'600 | 13'800 | 8.48% | 71.99% |
10.06.2015 | 44.37% | 0.01 | 0.02 | 350'000 | 350'000 | 307'458 | 307'458 | 6'439 | 9'947 | 76.32% | 97.83% |
09.06.2015 | 20.65% | 0.04 | 0.05 | 210'000 | 210'000 | 205'910 | 205'910 | 9'350 | 11'409 | 99.42% | 99.42% |
08.06.2015 | 17.95% | 0.06 | 0.07 | 230'000 | 230'000 | 238'131 | 238'131 | 12'118 | 14'500 | 100.00% | 100.00% |