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 | 7.28% | 0.14 | 0.15 | 225'000 | 225'000 | 225'000 | 225'000 | 31'416 | 33'787 | 93.55% | 93.55% |
16.06.2016 | 17.38% | 0.04 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 11'013 | 13'013 | 99.03% | 99.03% |
15.06.2016 | 10.63% | 0.10 | 0.11 | 350'000 | 350'000 | 350'000 | 350'000 | 31'381 | 34'881 | 94.37% | 94.37% |
14.06.2016 | 18.03% | 0.05 | 0.06 | 275'000 | 275'000 | 275'000 | 275'000 | 14'115 | 16'865 | 97.87% | 97.87% |
13.06.2016 | 12.86% | 0.06 | 0.07 | 200'000 | 200'000 | 200'000 | 200'000 | 14'932 | 16'932 | 95.80% | 95.80% |
10.06.2016 | 11.68% | 0.16 | 0.17 | 175'000 | 175'000 | 175'000 | 175'000 | 26'020 | 29'252 | 99.73% | 99.73% |
09.06.2016 | 11.52% | 0.16 | 0.18 | 175'000 | 175'000 | 175'000 | 175'000 | 28'682 | 32'182 | 99.36% | 99.36% |
08.06.2016 | 8.35% | 0.22 | 0.24 | 175'000 | 175'000 | 175'000 | 175'000 | 40'296 | 43'796 | 99.98% | 99.98% |
07.06.2016 | 6.73% | 0.27 | 0.29 | 175'000 | 175'000 | 175'000 | 175'000 | 50'353 | 53'853 | 99.25% | 99.25% |