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 | 1.06% | 0.72 | 0.74 | 400'000 | 400'000 | 400'000 | 400'000 | 415'973 | 420'260 | 97.90% | 97.90% |
17.06.2015 | 1.16% | 0.86 | 0.87 | 400'000 | 400'000 | 419'897 | 419'897 | 359'856 | 364'055 | 99.50% | 99.50% |
16.06.2015 | 0.94% | 0.78 | 0.79 | 400'000 | 400'000 | 400'000 | 400'000 | 429'463 | 433'463 | 97.75% | 97.75% |
15.06.2015 | 1.13% | 0.87 | 0.88 | 450'000 | 450'000 | 469'835 | 469'835 | 416'149 | 420'847 | 98.99% | 98.99% |
12.06.2015 | 1.81% | 0.75 | 0.76 | 700'000 | 700'000 | 660'232 | 660'232 | 374'375 | 380'978 | 96.40% | 96.40% |
11.06.2015 | 2.52% | 0.46 | 0.47 | 700'000 | 700'000 | 679'322 | 679'322 | 268'785 | 275'579 | 96.41% | 96.41% |
10.06.2015 | 1.33% | 0.53 | 0.54 | 500'000 | 500'000 | 480'633 | 480'633 | 363'706 | 368'512 | 98.12% | 98.12% |
09.06.2015 | 0.99% | 0.91 | 0.92 | 450'000 | 450'000 | 469'547 | 469'547 | 476'339 | 481'035 | 99.04% | 99.04% |
08.06.2015 | 1.30% | 0.80 | 0.81 | 550'000 | 550'000 | 569'855 | 569'855 | 436'085 | 441'784 | 98.76% | 98.76% |