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 | 4.20% | 0.22 | 0.23 | 100'000 | 100'000 | 100'000 | 100'000 | 23'368 | 24'368 | 99.30% | 99.30% |
16.06.2016 | 2.80% | 0.33 | 0.34 | 125'000 | 125'000 | 125'000 | 125'000 | 44'032 | 45'282 | 98.62% | 98.62% |
15.06.2016 | 3.61% | 0.26 | 0.27 | 125'000 | 125'000 | 125'000 | 125'000 | 34'019 | 35'269 | 97.31% | 97.31% |
14.06.2016 | 3.32% | 0.32 | 0.33 | 125'000 | 125'000 | 125'000 | 125'000 | 37'021 | 38'271 | 99.10% | 99.10% |
13.06.2016 | 4.05% | 0.23 | 0.24 | 125'000 | 125'000 | 125'000 | 125'000 | 30'333 | 31'583 | 96.70% | 96.70% |
10.06.2016 | 5.73% | 0.19 | 0.20 | 150'000 | 150'000 | 150'000 | 150'000 | 25'742 | 27'242 | 97.85% | 97.85% |
09.06.2016 | 9.37% | 0.12 | 0.13 | 200'000 | 200'000 | 200'000 | 200'000 | 20'508 | 22'508 | 97.69% | 97.69% |
08.06.2016 | 14.11% | 0.07 | 0.08 | 250'000 | 250'000 | 250'000 | 250'000 | 16'548 | 19'048 | 97.86% | 97.86% |
07.06.2016 | 15.10% | 0.06 | 0.07 | 225'000 | 225'000 | 225'000 | 225'000 | 13'813 | 16'063 | 97.44% | 97.44% |