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 | 70.02% | 0.01 | 0.02 | 100'000 | 100'000 | 126'740 | 126'740 | 2'402 | 4'864 | 100.00% | 100.00% |
16.06.2016 | 45.69% | 0.01 | 0.02 | 100'000 | 100'000 | 197'682 | 197'682 | 4'132 | 6'108 | 100.00% | 100.00% |
15.06.2016 | 18.91% | 0.07 | 0.09 | 150'000 | 150'000 | 128'111 | 128'111 | 12'300 | 14'862 | 99.71% | 99.71% |
14.06.2016 | 19.87% | 0.09 | 0.11 | 150'000 | 150'000 | 150'000 | 150'000 | 13'812 | 16'812 | 99.92% | 99.92% |
13.06.2016 | 10.84% | 0.15 | 0.17 | 150'000 | 150'000 | 108'634 | 108'634 | 18'993 | 21'166 | 100.00% | 100.00% |
10.06.2016 | 8.75% | 0.27 | 0.29 | 100'000 | 100'000 | 100'000 | 100'000 | 31'797 | 34'704 | 100.00% | 100.00% |
09.06.2016 | 7.14% | 0.40 | 0.43 | 100'000 | 100'000 | 100'000 | 100'000 | 40'538 | 43'538 | 100.00% | 100.00% |
08.06.2016 | 6.36% | 0.45 | 0.48 | 100'000 | 100'000 | 100'000 | 100'000 | 45'712 | 48'712 | 99.97% | 99.97% |
07.06.2016 | 6.35% | 0.46 | 0.49 | 100'000 | 100'000 | 100'000 | 100'000 | 45'761 | 48'761 | 99.98% | 99.98% |