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 | 1.49% | 0.66 | 0.67 | 100'000 | 100'000 | 99'998 | 100'000 | 66'674 | 67'675 | 93.47% | 93.47% |
16.06.2016 | 1.58% | 0.66 | 0.67 | 125'000 | 125'000 | 125'000 | 125'000 | 78'509 | 79'759 | 95.59% | 95.59% |
15.06.2016 | 1.49% | 0.66 | 0.67 | 125'000 | 125'000 | 125'000 | 125'000 | 83'196 | 84'446 | 98.47% | 98.47% |
14.06.2016 | 1.49% | 0.66 | 0.67 | 125'000 | 125'000 | 125'000 | 125'000 | 83'370 | 84'620 | 91.62% | 91.62% |
13.06.2016 | 1.42% | 0.70 | 0.71 | 125'000 | 125'000 | 125'000 | 125'000 | 87'236 | 88'486 | 96.20% | 96.20% |
10.06.2016 | 1.41% | 0.71 | 0.72 | 125'000 | 125'000 | 125'000 | 125'000 | 87'955 | 89'205 | 98.88% | 98.88% |
09.06.2016 | 1.38% | 0.73 | 0.74 | 125'000 | 125'000 | 125'000 | 125'000 | 90'077 | 91'327 | 97.58% | 97.58% |
08.06.2016 | 1.34% | 0.73 | 0.74 | 125'000 | 125'000 | 125'000 | 125'000 | 92'343 | 93'593 | 95.57% | 95.57% |
07.06.2016 | 1.33% | 0.74 | 0.75 | 125'000 | 125'000 | 125'000 | 125'000 | 93'462 | 94'712 | 96.43% | 96.43% |