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 | 15.94% | 0.07 | 0.08 | 500'000 | 50'000 | 500'000 | 50'000 | 37'349 | 4'357 | 99.27% | 99.27% |
16.06.2016 | 58.02% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 7'530 | 1'326 | 75.08% | 100.00% |
15.06.2016 | 13.43% | 0.08 | 0.09 | 500'000 | 50'000 | 493'296 | 50'000 | 41'686 | 4'841 | 99.98% | 99.98% |
14.06.2016 | 14.97% | 0.06 | 0.07 | 500'000 | 50'000 | 488'417 | 50'000 | 39'905 | 4'775 | 99.99% | 99.99% |
13.06.2016 | 6.01% | 0.19 | 0.20 | 270'000 | 50'000 | 255'299 | 50'000 | 50'637 | 10'712 | 100.00% | 100.00% |
10.06.2016 | 3.62% | 0.30 | 0.31 | 170'000 | 50'000 | 146'935 | 50'000 | 51'913 | 18'866 | 93.00% | 93.00% |
09.06.2016 | 3.69% | 0.57 | 0.59 | 90'000 | 50'000 | 91'206 | 50'000 | 52'815 | 30'127 | 100.00% | 100.00% |
08.06.2016 | 2.84% | 0.71 | 0.74 | 80'000 | 50'000 | 71'200 | 50'000 | 55'121 | 39'883 | 100.00% | 100.00% |
07.06.2016 | 2.48% | 0.85 | 0.87 | 60'000 | 50'000 | 60'020 | 50'000 | 52'479 | 44'818 | 100.00% | 100.00% |