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 | 0.40% | 99.70 | 100.10 | 100'000 | 20'000 | 100'000 | 20'000 | 99'700 | 20'020 | 100.00% | 100.00% |
16.06.2016 | 1.07% | 99.00 | 100.20 | 100'000 | 20'000 | 464'386 | 92'877 | 460'514 | 93'063 | 98.56% | 98.56% |
15.06.2016 | 0.45% | 99.80 | 100.20 | 500'000 | 100'000 | 500'000 | 100'000 | 498'735 | 100'200 | 97.55% | 97.55% |
14.06.2016 | 0.70% | 99.30 | 100.20 | 500'000 | 100'000 | 500'000 | 100'000 | 497'484 | 100'200 | 98.85% | 98.85% |
13.06.2016 | 0.41% | 99.80 | 100.20 | 500'000 | 100'000 | 500'000 | 100'000 | 498'960 | 100'200 | 98.81% | 98.81% |
10.06.2016 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 500'000 | 100'000 | 499'000 | 100'200 | 100.00% | 100.00% |
09.06.2016 | 0.40% | 99.90 | 100.30 | 500'000 | 100'000 | 500'000 | 100'000 | 499'500 | 100'300 | 99.31% | 99.31% |
08.06.2016 | 0.40% | 99.90 | 100.30 | 500'000 | 100'000 | 500'000 | 100'000 | 499'500 | 100'300 | 100.00% | 100.00% |
07.06.2016 | 0.40% | 99.90 | 100.30 | 500'000 | 100'000 | 500'000 | 100'000 | 499'500 | 100'300 | 99.29% | 99.29% |