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 | 120.00% | 0.01 | 0.04 | 350'000 | 350'000 | 350'000 | 350'000 | 3'500 | 14'000 | 9.89% | 100.00% |
16.06.2016 | 74.11% | 0.04 | 0.07 | 350'000 | 350'000 | 350'000 | 350'000 | 9'560 | 20'060 | 99.58% | 99.58% |
15.06.2016 | 64.01% | 0.03 | 0.06 | 350'000 | 350'000 | 350'000 | 350'000 | 11'345 | 21'845 | 99.65% | 99.65% |
14.06.2016 | 37.47% | 0.07 | 0.10 | 350'000 | 350'000 | 350'000 | 350'000 | 22'927 | 33'427 | 99.73% | 99.73% |
13.06.2016 | 40.74% | 0.04 | 0.07 | 350'000 | 350'000 | 350'000 | 350'000 | 21'112 | 31'612 | 100.00% | 100.00% |
10.06.2016 | 58.53% | 0.04 | 0.07 | 350'000 | 350'000 | 451'336 | 451'336 | 13'946 | 24'355 | 99.28% | 99.28% |
09.06.2016 | 39.44% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'490 | 30'490 | 99.80% | 99.80% |
08.06.2016 | 39.72% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'246 | 30'246 | 100.00% | 100.00% |
07.06.2016 | 47.61% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'145 | 27'145 | 99.62% | 99.62% |