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 | 3.60% | 0.76 | 0.79 | 100'000 | 100'000 | 99'933 | 99'933 | 68'624 | 71'141 | 100.00% | 100.00% |
17.06.2015 | 3.68% | 0.63 | 0.66 | 100'000 | 100'000 | 100'000 | 100'000 | 66'483 | 68'976 | 99.20% | 99.20% |
16.06.2015 | 3.40% | 0.73 | 0.76 | 100'000 | 100'000 | 100'000 | 100'000 | 71'549 | 74'025 | 100.00% | 100.00% |
15.06.2015 | 2.97% | 0.82 | 0.85 | 100'000 | 100'000 | 100'000 | 100'000 | 85'959 | 88'551 | 100.00% | 100.00% |
12.06.2015 | 3.61% | 0.82 | 0.85 | 100'000 | 100'000 | 100'000 | 100'000 | 81'581 | 84'581 | 100.00% | 100.00% |
11.06.2015 | 3.43% | 0.83 | 0.86 | 100'000 | 100'000 | 100'000 | 100'000 | 86'033 | 89'033 | 100.00% | 100.00% |
10.06.2015 | 3.30% | 0.86 | 0.90 | 50'000 | 50'000 | 93'329 | 93'329 | 87'748 | 90'615 | 100.00% | 100.00% |
09.06.2015 | 3.18% | 0.91 | 0.94 | 100'000 | 100'000 | 100'000 | 100'000 | 92'911 | 95'911 | 100.00% | 100.00% |
08.06.2015 | 2.86% | 0.99 | 1.02 | 100'000 | 100'000 | 100'000 | 100'000 | 103'401 | 106'401 | 98.29% | 98.29% |