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 | 0.34% | 2.83 | 2.85 | 750'000 | 750'000 | 750'000 | 750'000 | 2'363'960 | 2'371'880 | 97.01% | 97.01% |
17.06.2015 | 0.34% | 2.97 | 2.98 | 750'000 | 750'000 | 750'000 | 750'000 | 2'217'300 | 2'224'800 | 99.23% | 99.23% |
16.06.2015 | 0.32% | 2.87 | 2.88 | 750'000 | 750'000 | 750'000 | 750'000 | 2'369'900 | 2'377'400 | 98.08% | 98.08% |
15.06.2015 | 0.34% | 2.92 | 2.93 | 750'000 | 750'000 | 750'000 | 750'000 | 2'198'930 | 2'206'440 | 98.92% | 98.92% |
12.06.2015 | 0.40% | 2.76 | 2.77 | 750'000 | 750'000 | 750'000 | 750'000 | 1'867'930 | 1'875'430 | 95.55% | 95.55% |
11.06.2015 | 0.45% | 2.32 | 2.33 | 750'000 | 750'000 | 750'000 | 750'000 | 1'667'670 | 1'675'170 | 95.68% | 95.68% |
10.06.2015 | 0.36% | 2.60 | 2.61 | 750'000 | 750'000 | 750'000 | 750'000 | 2'092'780 | 2'100'280 | 97.66% | 97.66% |
09.06.2015 | 0.33% | 2.95 | 2.96 | 750'000 | 750'000 | 750'000 | 750'000 | 2'295'460 | 2'302'960 | 98.91% | 98.91% |
08.06.2015 | 0.37% | 2.79 | 2.80 | 750'000 | 750'000 | 750'000 | 750'000 | 2'035'360 | 2'042'860 | 99.17% | 99.17% |