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 | - | - |
17.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.64% |
16.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.66% |
15.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.13% |
14.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.83% |
13.06.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'988 | 1'000'000 | 10'000 | 20'000 | 1.88% | 98.96% |
10.06.2016 | 66.67% | 0.01 | 0.02 | 850'000 | 850'000 | 444'049 | 444'049 | 4'440 | 8'881 | 93.28% | 98.33% |
09.06.2016 | 54.17% | 0.02 | 0.03 | 600'000 | 600'000 | 324'109 | 324'109 | 5'244 | 8'494 | 97.76% | 97.76% |
08.06.2016 | 31.02% | 0.02 | 0.03 | 450'000 | 450'000 | 246'810 | 246'810 | 6'466 | 8'934 | 98.09% | 98.09% |
07.06.2016 | 31.35% | 0.03 | 0.04 | 375'000 | 375'000 | 211'210 | 211'210 | 7'816 | 10'702 | 98.55% | 98.55% |