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 | - | - | 0.03 | 0 | 67'500 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.06.2016 | 108.27% | 0.01 | 0.03 | 7'500 | 7'500 | 7'500 | 7'500 | 101 | 326 | 53.44% | 91.38% |
15.06.2016 | 51.38% | 0.04 | 0.08 | 15'000 | 15'000 | 17'323 | 17'323 | 1'053 | 1'741 | 95.72% | 95.72% |
14.06.2016 | 45.96% | 0.05 | 0.08 | 12'500 | 12'500 | 12'500 | 12'500 | 636 | 1'011 | 94.82% | 94.82% |
13.06.2016 | 34.67% | 0.08 | 0.11 | 12'500 | 12'500 | 15'715 | 15'715 | 1'146 | 1'618 | 90.60% | 90.60% |
10.06.2016 | 19.33% | 0.14 | 0.17 | 25'000 | 25'000 | 25'000 | 25'000 | 4'693 | 5'688 | 99.67% | 99.67% |
09.06.2016 | 14.53% | 0.24 | 0.28 | 25'000 | 25'000 | 25'000 | 25'000 | 6'392 | 7'392 | 99.80% | 99.80% |
08.06.2016 | 13.62% | 0.27 | 0.31 | 25'000 | 25'000 | 25'000 | 25'000 | 6'842 | 7'842 | 99.80% | 99.80% |
07.06.2016 | 13.24% | 0.28 | 0.32 | 25'000 | 25'000 | 23'271 | 23'271 | 6'561 | 7'492 | 99.44% | 99.44% |