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 | 28.97% | 0.04 | 0.06 | 400'000 | 400'000 | 406'018 | 406'018 | 24'385 | 32'505 | 100.00% | 100.00% |
16.06.2016 | 26.88% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 26'519 | 34'025 | 99.66% | 99.66% |
15.06.2016 | 18.47% | 0.08 | 0.10 | 750'000 | 750'000 | 748'929 | 748'929 | 74'787 | 89'765 | 100.00% | 100.00% |
14.06.2016 | 15.17% | 0.09 | 0.11 | 750'000 | 750'000 | 745'816 | 745'816 | 92'076 | 106'946 | 99.70% | 99.70% |
13.06.2016 | 8.89% | 0.19 | 0.21 | 500'000 | 500'000 | 500'000 | 500'000 | 108'066 | 118'066 | 100.00% | 100.00% |
10.06.2016 | 6.22% | 0.27 | 0.29 | 500'000 | 500'000 | 454'973 | 454'973 | 141'745 | 150'845 | 100.00% | 100.00% |
09.06.2016 | 4.53% | 0.41 | 0.43 | 400'000 | 400'000 | 400'000 | 400'000 | 166'833 | 174'563 | 98.57% | 98.57% |
08.06.2016 | 2.23% | 0.43 | 0.44 | 400'000 | 400'000 | 400'000 | 400'000 | 177'403 | 181'403 | 100.00% | 100.00% |
07.06.2016 | 2.03% | 0.49 | 0.50 | 400'000 | 400'000 | 400'000 | 400'000 | 195'187 | 199'187 | 100.00% | 100.00% |