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 | 4.17% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 235'872 | 245'872 | 97.00% | 97.00% |
16.06.2016 | 2.74% | 0.33 | 0.34 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 360'584 | 370'584 | 99.99% | 99.99% |
15.06.2016 | 3.12% | 0.30 | 0.31 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 316'266 | 326'266 | 99.89% | 99.89% |
14.06.2016 | 2.81% | 0.36 | 0.37 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 351'753 | 361'753 | 99.98% | 99.98% |
13.06.2016 | 3.40% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 289'545 | 299'545 | 100.00% | 100.00% |
10.06.2016 | 4.75% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 206'594 | 216'594 | 100.00% | 100.00% |
09.06.2016 | 6.76% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 144'398 | 154'398 | 99.98% | 99.98% |
08.06.2016 | 9.07% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 105'720 | 115'720 | 100.00% | 100.00% |
07.06.2016 | 9.89% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 96'483 | 106'483 | 100.00% | 100.00% |