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 | 4.99% | 0.44 | 0.47 | 120'000 | 50'000 | 119'129 | 50'000 | 52'120 | 23'069 | 100.00% | 100.00% |
16.06.2016 | 5.50% | 0.20 | 0.22 | 250'000 | 50'000 | 231'269 | 49'932 | 50'705 | 11'855 | 100.00% | 100.00% |
15.06.2016 | 5.14% | 0.38 | 0.41 | 140'000 | 50'000 | 135'030 | 50'000 | 51'891 | 20'302 | 99.45% | 99.45% |
14.06.2016 | 3.65% | 0.32 | 0.34 | 160'000 | 50'000 | 143'546 | 50'000 | 51'783 | 18'851 | 100.00% | 100.00% |
13.06.2016 | 4.01% | 0.52 | 0.54 | 100'000 | 50'000 | 98'960 | 50'000 | 52'888 | 27'903 | 100.00% | 100.00% |
10.06.2016 | 2.97% | 0.65 | 0.67 | 80'000 | 50'000 | 73'206 | 50'000 | 53'223 | 37'759 | 97.40% | 97.40% |
09.06.2016 | 2.22% | 0.95 | 0.97 | 60'000 | 50'000 | 58'207 | 50'000 | 56'023 | 49'306 | 100.00% | 100.00% |
08.06.2016 | 1.84% | 1.10 | 1.13 | 50'000 | 50'000 | 50'000 | 50'000 | 58'444 | 59'529 | 100.00% | 100.00% |
07.06.2016 | 1.74% | 1.24 | 1.26 | 50'000 | 50'000 | 50'000 | 50'000 | 63'443 | 64'553 | 100.00% | 100.00% |