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 | 30.06% | 0.05 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 28'439 | 3'844 | 100.00% | 100.00% |
16.06.2016 | 26.43% | 0.06 | 0.08 | 500'000 | 50'000 | 500'000 | 49'931 | 34'453 | 4'459 | 99.98% | 99.98% |
15.06.2016 | 17.52% | 0.11 | 0.13 | 460'000 | 50'000 | 470'549 | 50'000 | 50'182 | 6'380 | 98.19% | 98.19% |
14.06.2016 | 22.95% | 0.06 | 0.08 | 500'000 | 50'000 | 500'000 | 50'000 | 27'120 | 3'425 | 98.96% | 98.96% |
13.06.2016 | 19.72% | 0.08 | 0.10 | 500'000 | 50'000 | 500'000 | 50'000 | 31'582 | 3'848 | 98.90% | 98.90% |
10.06.2016 | 15.28% | 0.12 | 0.14 | 420'000 | 50'000 | 409'533 | 50'000 | 50'497 | 7'215 | 100.00% | 100.00% |
09.06.2016 | 14.79% | 0.12 | 0.14 | 420'000 | 50'000 | 383'650 | 50'000 | 50'503 | 7'678 | 100.00% | 100.00% |
08.06.2016 | 12.76% | 0.15 | 0.18 | 340'000 | 50'000 | 323'443 | 50'000 | 51'166 | 8'991 | 100.00% | 100.00% |
07.06.2016 | 13.92% | 0.16 | 0.18 | 320'000 | 50'000 | 351'000 | 50'000 | 50'661 | 8'323 | 100.00% | 100.00% |