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 | 1.19% | 0.83 | 0.84 | 325'000 | 325'000 | 325'000 | 325'000 | 270'569 | 273'819 | 100.00% | 100.00% |
16.06.2016 | 1.30% | 0.75 | 0.76 | 325'000 | 325'000 | 325'000 | 325'000 | 249'264 | 252'514 | 99.60% | 99.60% |
15.06.2016 | 1.13% | 0.85 | 0.86 | 325'000 | 325'000 | 325'000 | 325'000 | 286'841 | 290'091 | 99.66% | 99.66% |
14.06.2016 | 1.11% | 0.89 | 0.90 | 325'000 | 325'000 | 325'000 | 325'000 | 291'293 | 294'543 | 99.77% | 99.77% |
13.06.2016 | 1.05% | 0.96 | 0.97 | 325'000 | 325'000 | 325'000 | 325'000 | 309'419 | 312'669 | 100.00% | 100.00% |
10.06.2016 | 1.00% | 0.99 | 1.00 | 325'000 | 325'000 | 325'000 | 325'000 | 321'913 | 325'163 | 99.29% | 99.29% |
09.06.2016 | 1.01% | 1.01 | 1.02 | 325'000 | 325'000 | 325'000 | 325'000 | 321'441 | 324'691 | 99.77% | 99.77% |
08.06.2016 | 0.98% | 1.01 | 1.02 | 325'000 | 325'000 | 325'000 | 325'000 | 330'407 | 333'657 | 100.00% | 100.00% |
07.06.2016 | 1.05% | 0.94 | 0.95 | 325'000 | 325'000 | 325'000 | 325'000 | 308'484 | 311'734 | 99.62% | 99.62% |