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 | 2.98% | 0.33 | 0.34 | 200'000 | 200'000 | 200'000 | 200'000 | 66'075 | 68'075 | 100.00% | 100.00% |
16.06.2016 | 2.50% | 0.39 | 0.40 | 200'000 | 200'000 | 199'750 | 199'782 | 78'841 | 80'851 | 99.65% | 99.89% |
15.06.2016 | 2.90% | 0.35 | 0.36 | 200'000 | 200'000 | 200'000 | 200'000 | 68'042 | 70'042 | 99.49% | 99.73% |
14.06.2016 | 2.93% | 0.35 | 0.36 | 200'000 | 200'000 | 200'000 | 200'000 | 67'295 | 69'295 | 99.27% | 99.92% |
13.06.2016 | 3.51% | 0.28 | 0.29 | 200'000 | 200'000 | 200'000 | 200'000 | 56'099 | 58'099 | 100.00% | 100.00% |
10.06.2016 | 4.92% | 0.22 | 0.23 | 200'000 | 200'000 | 200'000 | 200'000 | 39'880 | 41'880 | 99.48% | 99.94% |
09.06.2016 | 6.30% | 0.15 | 0.16 | 200'000 | 200'000 | 200'000 | 200'000 | 30'853 | 32'853 | 99.55% | 100.00% |
08.06.2016 | 7.69% | 0.14 | 0.15 | 200'000 | 200'000 | 242'617 | 242'617 | 30'373 | 32'799 | 99.97% | 99.97% |
07.06.2016 | 9.62% | 0.10 | 0.11 | 250'000 | 250'000 | 250'000 | 250'000 | 24'766 | 27'266 | 99.99% | 99.99% |