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% | 99.76% |
16.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.37% |
15.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.15% |
14.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.61% |
13.06.2016 | - | - | 0.02 | 0 | 700'000 | 0 | 0 | 0 | 0 | 0.00% | 98.19% |
10.06.2016 | 66.67% | 0.01 | 0.02 | 150'000 | 300'000 | 150'000 | 150'000 | 1'500 | 3'000 | 16.09% | 98.16% |
09.06.2016 | 66.66% | 0.01 | 0.02 | 175'000 | 175'000 | 116'218 | 116'218 | 1'162 | 2'325 | 98.61% | 98.61% |
08.06.2016 | 61.49% | 0.02 | 0.03 | 375'000 | 375'000 | 237'564 | 237'564 | 3'103 | 5'479 | 98.26% | 98.34% |
07.06.2016 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 245'859 | 245'859 | 2'459 | 4'917 | 92.95% | 99.01% |