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 | 2.80% | 0.23 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 107'722 | 110'725 | 78.57% | 95.00% |
17.06.2015 | 5.24% | 0.17 | 0.18 | 300'000 | 300'000 | 300'000 | 300'000 | 56'778 | 59'778 | 95.26% | 95.26% |
16.06.2015 | 5.10% | 0.15 | 0.16 | 300'000 | 300'000 | 300'000 | 300'000 | 59'083 | 62'086 | 99.38% | 99.38% |
15.06.2015 | 4.47% | 0.22 | 0.23 | 300'000 | 300'000 | 300'000 | 300'000 | 66'076 | 69'076 | 99.86% | 99.86% |
12.06.2015 | 9.47% | 0.16 | 0.17 | 300'000 | 300'000 | 300'000 | 300'000 | 31'779 | 34'782 | 98.88% | 98.88% |
11.06.2015 | 12.84% | 0.09 | 0.10 | 300'000 | 300'000 | 300'000 | 300'000 | 22'190 | 25'190 | 99.44% | 99.44% |
10.06.2015 | 6.38% | 0.11 | 0.12 | 300'000 | 300'000 | 300'000 | 300'000 | 46'351 | 49'351 | 99.66% | 99.66% |
09.06.2015 | 4.05% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 73'060 | 76'060 | 98.92% | 98.92% |
08.06.2015 | 5.49% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 53'331 | 56'331 | 100.00% | 100.00% |