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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.06.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.80% |
15.06.2016 | 66.67% | 0.01 | 0.02 | 500'000 | 500'000 | 497'245 | 497'245 | 4'972 | 9'945 | 76.55% | 100.00% |
14.06.2016 | 63.30% | 0.01 | 0.02 | 100'000 | 100'000 | 318'809 | 318'809 | 3'817 | 7'005 | 100.00% | 100.00% |
13.06.2016 | 20.07% | 0.05 | 0.06 | 300'000 | 300'000 | 301'205 | 301'205 | 13'627 | 16'639 | 100.00% | 100.00% |
10.06.2016 | 10.73% | 0.08 | 0.09 | 250'000 | 250'000 | 227'753 | 227'753 | 20'122 | 22'400 | 99.99% | 99.99% |
09.06.2016 | 6.73% | 0.14 | 0.15 | 200'000 | 200'000 | 200'000 | 200'000 | 28'813 | 30'813 | 100.00% | 100.00% |
08.06.2016 | 7.46% | 0.13 | 0.14 | 200'000 | 200'000 | 200'000 | 200'000 | 25'964 | 27'964 | 98.83% | 98.83% |
07.06.2016 | 11.00% | 0.09 | 0.10 | 250'000 | 250'000 | 250'000 | 250'000 | 21'600 | 24'100 | 97.44% | 97.44% |