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 | 3.52% | 0.57 | 0.59 | 600'000 | 600'000 | 600'000 | 600'000 | 334'851 | 346'851 | 94.51% | 94.51% |
17.06.2015 | 4.42% | 0.43 | 0.45 | 600'000 | 600'000 | 637'657 | 637'657 | 282'696 | 295'449 | 98.18% | 98.18% |
16.06.2015 | 4.50% | 0.41 | 0.43 | 650'000 | 650'000 | 632'019 | 632'019 | 275'246 | 287'887 | 95.01% | 95.01% |
15.06.2015 | 4.67% | 0.43 | 0.45 | 650'000 | 650'000 | 650'000 | 650'000 | 272'340 | 285'340 | 94.79% | 94.79% |
12.06.2015 | 4.79% | 0.47 | 0.49 | 650'000 | 650'000 | 668'237 | 668'237 | 272'941 | 286'306 | 96.74% | 96.74% |
11.06.2015 | 4.36% | 0.44 | 0.46 | 700'000 | 700'000 | 662'432 | 662'432 | 297'434 | 310'683 | 95.09% | 95.09% |
10.06.2015 | 3.95% | 0.53 | 0.55 | 650'000 | 650'000 | 650'000 | 650'000 | 322'980 | 335'980 | 93.81% | 93.81% |
09.06.2015 | 4.31% | 0.45 | 0.47 | 700'000 | 700'000 | 662'566 | 662'566 | 301'312 | 314'563 | 96.80% | 96.80% |
08.06.2015 | 2.63% | 0.41 | 0.42 | 700'000 | 700'000 | 737'745 | 737'745 | 277'459 | 284'836 | 96.89% | 96.89% |