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 | 39.06% | 0.09 | 0.12 | 50'000 | 50'000 | 50'000 | 50'000 | 2'624 | 3'820 | 94.28% | 94.28% |
16.06.2016 | 58.16% | 0.03 | 0.04 | 300'000 | 300'000 | 122'779 | 122'779 | 2'368 | 3'596 | 97.47% | 97.47% |
15.06.2016 | 37.77% | 0.04 | 0.05 | 275'000 | 275'000 | 119'028 | 119'028 | 4'711 | 6'483 | 96.76% | 96.76% |
14.06.2016 | 26.73% | 0.03 | 0.04 | 175'000 | 175'000 | 78'042 | 78'042 | 4'089 | 5'257 | 95.43% | 95.43% |
13.06.2016 | 28.29% | 0.10 | 0.11 | 175'000 | 175'000 | 76'416 | 76'416 | 5'919 | 7'082 | 97.63% | 97.63% |
10.06.2016 | 18.08% | 0.08 | 0.09 | 125'000 | 125'000 | 66'733 | 66'733 | 6'615 | 7'815 | 94.85% | 94.85% |
09.06.2016 | 8.23% | 0.17 | 0.18 | 100'000 | 100'000 | 41'818 | 41'818 | 7'522 | 8'076 | 95.34% | 95.34% |
08.06.2016 | 6.77% | 0.21 | 0.22 | 100'000 | 100'000 | 41'376 | 41'376 | 9'790 | 10'381 | 97.81% | 97.81% |
07.06.2016 | 6.81% | 0.24 | 0.25 | 125'000 | 125'000 | 66'501 | 66'501 | 15'281 | 16'211 | 97.14% | 97.14% |