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 | 2.18% | 0.45 | 0.46 | 30'000 | 30'000 | 30'000 | 30'000 | 13'625 | 13'925 | 100.00% | 100.00% |
15.06.2017 | 2.65% | 0.39 | 0.40 | 110'000 | 110'000 | 54'840 | 54'840 | 20'080 | 20'629 | 98.52% | 98.52% |
14.06.2017 | 2.27% | 0.45 | 0.46 | 110'000 | 110'000 | 54'563 | 54'563 | 24'014 | 24'560 | 99.03% | 99.03% |
13.06.2017 | 2.17% | 0.40 | 0.41 | 110'000 | 110'000 | 54'618 | 54'618 | 24'582 | 25'128 | 98.85% | 98.85% |
12.06.2017 | 1.96% | 0.46 | 0.47 | 110'000 | 110'000 | 45'500 | 45'500 | 21'708 | 22'163 | 96.29% | 96.29% |
09.06.2017 | 1.48% | 0.69 | 0.70 | 110'000 | 110'000 | 47'103 | 47'103 | 32'181 | 32'652 | 99.14% | 99.14% |
08.06.2017 | 1.63% | 0.60 | 0.61 | 110'000 | 110'000 | 47'238 | 47'238 | 28'462 | 28'934 | 98.15% | 98.15% |
07.06.2017 | 1.76% | 0.57 | 0.58 | 110'000 | 110'000 | 47'121 | 47'121 | 26'511 | 26'983 | 99.16% | 99.16% |
06.06.2017 | 1.70% | 0.59 | 0.60 | 110'000 | 110'000 | 47'179 | 47'179 | 27'541 | 28'013 | 99.13% | 99.13% |