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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.44% |
16.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.50% |
15.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.35% |
14.06.2016 | - | - | 0.02 | 0 | 725'000 | 0 | 0 | 0 | 0 | 0.00% | 98.75% |
13.06.2016 | 66.67% | 0.01 | 0.02 | 550'000 | 550'000 | 550'000 | 550'000 | 5'500 | 11'000 | 82.81% | 97.38% |
10.06.2016 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 4'000 | 8'000 | 93.50% | 93.50% |
09.06.2016 | 45.28% | 0.01 | 0.02 | 325'000 | 325'000 | 325'000 | 325'000 | 5'856 | 9'106 | 99.08% | 99.08% |
08.06.2016 | 31.04% | 0.02 | 0.03 | 250'000 | 250'000 | 250'000 | 250'000 | 6'959 | 9'459 | 99.93% | 99.93% |
07.06.2016 | 28.57% | 0.03 | 0.04 | 225'000 | 225'000 | 225'000 | 225'000 | 6'750 | 9'000 | 99.26% | 99.26% |