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 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.73% |
17.06.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.80% |
16.06.2015 | 96.75% | 0.01 | 0.03 | 100'000 | 100'000 | 117'937 | 117'937 | 1'234 | 3'538 | 39.29% | 99.02% |
15.06.2015 | 34.65% | 0.02 | 0.03 | 100'000 | 100'000 | 81'777 | 81'777 | 2'073 | 2'907 | 99.93% | 99.93% |
12.06.2015 | 19.10% | 0.04 | 0.05 | 50'000 | 50'000 | 69'288 | 69'288 | 3'332 | 4'025 | 99.81% | 99.81% |
11.06.2015 | 17.02% | 0.06 | 0.07 | 50'000 | 50'000 | 69'317 | 69'317 | 3'729 | 4'423 | 99.79% | 99.79% |
10.06.2015 | 25.36% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 3'506 | 4'506 | 99.77% | 99.77% |
09.06.2015 | 17.52% | 0.05 | 0.06 | 50'000 | 50'000 | 68'255 | 68'255 | 3'531 | 4'213 | 99.86% | 99.86% |
08.06.2015 | 12.32% | 0.08 | 0.09 | 50'000 | 50'000 | 50'000 | 50'000 | 3'823 | 4'323 | 100.00% | 100.00% |