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 | 12.27% | 0.08 | 0.09 | 225'000 | 225'000 | 225'000 | 225'000 | 17'277 | 19'527 | 97.49% | 97.49% |
16.06.2016 | 10.63% | 0.08 | 0.09 | 225'000 | 225'000 | 225'000 | 225'000 | 20'274 | 22'524 | 99.72% | 99.72% |
15.06.2016 | 13.09% | 0.07 | 0.08 | 225'000 | 225'000 | 225'000 | 225'000 | 16'100 | 18'350 | 99.37% | 99.37% |
14.06.2016 | 12.96% | 0.08 | 0.09 | 250'000 | 250'000 | 250'000 | 250'000 | 18'087 | 20'587 | 99.53% | 99.53% |
13.06.2016 | 15.46% | 0.06 | 0.07 | 250'000 | 250'000 | 250'000 | 250'000 | 14'937 | 17'437 | 98.57% | 98.57% |
10.06.2016 | 15.84% | 0.06 | 0.07 | 275'000 | 275'000 | 275'000 | 275'000 | 16'056 | 18'806 | 99.82% | 99.82% |
09.06.2016 | 18.12% | 0.05 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 15'067 | 18'067 | 99.03% | 99.03% |
08.06.2016 | 18.36% | 0.05 | 0.06 | 350'000 | 350'000 | 350'000 | 350'000 | 17'344 | 20'844 | 99.84% | 99.84% |
07.06.2016 | 20.47% | 0.05 | 0.06 | 375'000 | 375'000 | 375'000 | 375'000 | 16'624 | 20'374 | 83.92% | 83.92% |