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 | 3.11% | 0.99 | 1.02 | 60'000 | 50'000 | 59'484 | 50'000 | 58'389 | 50'639 | 100.00% | 100.00% |
16.06.2016 | 3.50% | 0.88 | 0.92 | 60'000 | 50'000 | 60'000 | 50'000 | 52'942 | 45'689 | 99.86% | 99.86% |
15.06.2016 | 3.26% | 0.93 | 0.96 | 60'000 | 50'000 | 60'000 | 50'000 | 55'623 | 47'887 | 100.00% | 100.00% |
14.06.2016 | 3.37% | 0.91 | 0.94 | 60'000 | 50'000 | 60'000 | 50'000 | 53'545 | 46'149 | 100.00% | 100.00% |
13.06.2016 | 3.38% | 0.90 | 0.94 | 60'000 | 50'000 | 60'000 | 50'000 | 54'238 | 46'754 | 100.00% | 100.00% |
10.06.2016 | 3.23% | 0.93 | 0.96 | 60'000 | 50'000 | 60'000 | 50'000 | 56'721 | 48'821 | 100.00% | 100.00% |
09.06.2016 | 3.09% | 1.00 | 1.03 | 50'000 | 50'000 | 53'076 | 50'000 | 53'023 | 51'544 | 99.90% | 99.90% |
08.06.2016 | 3.04% | 1.01 | 1.05 | 50'000 | 50'000 | 50'000 | 50'000 | 50'960 | 52'533 | 100.00% | 100.00% |
07.06.2016 | 2.90% | 1.06 | 1.09 | 50'000 | 50'000 | 50'000 | 50'000 | 53'944 | 55'531 | 100.00% | 100.00% |