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 | 0.72% | 1.35 | 1.36 | 100'000 | 100'000 | 72'717 | 72'717 | 101'197 | 101'924 | 95.34% | 95.34% |
17.06.2015 | 0.75% | 1.36 | 1.37 | 100'000 | 100'000 | 73'076 | 73'076 | 97'582 | 98'313 | 97.96% | 97.96% |
16.06.2015 | 0.73% | 1.40 | 1.41 | 100'000 | 100'000 | 72'745 | 72'745 | 99'153 | 99'881 | 93.55% | 93.55% |
15.06.2015 | 0.80% | 1.29 | 1.30 | 100'000 | 100'000 | 73'354 | 73'360 | 91'852 | 92'593 | 93.22% | 93.22% |
12.06.2015 | 0.89% | 1.25 | 1.26 | 100'000 | 100'000 | 73'235 | 73'235 | 83'274 | 84'006 | 95.26% | 95.26% |
11.06.2015 | 0.79% | 1.19 | 1.20 | 100'000 | 100'000 | 72'479 | 72'479 | 91'553 | 92'278 | 95.82% | 95.82% |
10.06.2015 | 0.78% | 1.27 | 1.28 | 100'000 | 100'000 | 71'770 | 71'770 | 89'933 | 90'651 | 85.35% | 85.35% |
09.06.2015 | 0.70% | 1.35 | 1.36 | 100'000 | 100'000 | 72'883 | 72'883 | 104'041 | 104'770 | 89.36% | 89.36% |
08.06.2015 | 0.67% | 1.54 | 1.55 | 100'000 | 100'000 | 72'461 | 72'461 | 108'651 | 109'375 | 91.18% | 91.18% |