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 | - | - |
16.06.2017 | 13.53% | 0.06 | 0.07 | 210'000 | 210'000 | 210'000 | 210'000 | 14'529 | 16'629 | 90.01% | 90.01% |
15.06.2017 | 16.38% | 0.06 | 0.07 | 220'000 | 220'000 | 219'994 | 220'000 | 12'796 | 14'997 | 94.41% | 94.41% |
14.06.2017 | 9.51% | 0.09 | 0.10 | 220'000 | 220'000 | 220'000 | 220'000 | 22'225 | 24'425 | 88.49% | 88.49% |
13.06.2017 | 9.62% | 0.10 | 0.11 | 230'000 | 230'000 | 230'000 | 230'000 | 22'790 | 25'090 | 85.33% | 85.33% |
12.06.2017 | 9.60% | 0.11 | 0.12 | 250'000 | 250'000 | 250'000 | 250'000 | 24'938 | 27'438 | 96.10% | 96.10% |
09.06.2017 | 11.35% | 0.09 | 0.10 | 270'000 | 270'000 | 270'000 | 270'000 | 22'504 | 25'204 | 99.13% | 99.13% |
08.06.2017 | 12.54% | 0.07 | 0.08 | 280'000 | 280'000 | 280'000 | 280'000 | 21'037 | 23'837 | 99.41% | 99.41% |
07.06.2017 | 9.92% | 0.09 | 0.10 | 270'000 | 270'000 | 270'000 | 270'000 | 25'994 | 28'694 | 99.34% | 99.34% |
06.06.2017 | 9.53% | 0.09 | 0.10 | 250'000 | 250'000 | 250'000 | 250'000 | 25'123 | 27'623 | 98.49% | 98.49% |