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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.32% |
17.06.2015 | - | - | 0.02 | 0 | 930'000 | 0 | 0 | 0 | 0 | 0.00% | 98.56% |
16.06.2015 | 100.00% | 0.01 | 0.02 | 340'000 | 340'000 | 350'845 | 350'845 | 3'508 | 10'525 | 10.72% | 98.74% |
15.06.2015 | 99.76% | 0.01 | 0.02 | 380'000 | 380'000 | 311'257 | 311'257 | 3'124 | 9'338 | 29.81% | 92.35% |
12.06.2015 | 30.05% | 0.03 | 0.04 | 200'000 | 200'000 | 212'378 | 212'378 | 6'358 | 8'522 | 95.17% | 95.17% |
11.06.2015 | 25.78% | 0.03 | 0.04 | 210'000 | 210'000 | 193'494 | 193'494 | 6'685 | 8'620 | 95.58% | 95.58% |
10.06.2015 | 26.97% | 0.05 | 0.06 | 240'000 | 240'000 | 255'825 | 255'826 | 8'561 | 11'119 | 97.53% | 97.53% |
09.06.2015 | 68.08% | 0.02 | 0.03 | 350'000 | 350'000 | 358'487 | 358'487 | 6'301 | 11'809 | 92.57% | 92.57% |
08.06.2015 | 47.39% | 0.01 | 0.03 | 300'000 | 300'000 | 290'478 | 290'478 | 5'934 | 9'338 | 80.10% | 80.10% |