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 | - | - | 0.04 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 94.28% |
16.06.2016 | - | - | 0.04 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.03% |
15.06.2016 | - | - | 0.04 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 96.76% |
14.06.2016 | - | - | 0.04 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 95.43% |
13.06.2016 | - | - | 0.04 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.77% |
10.06.2016 | - | - | 0.04 | 0 | 875'000 | 0 | 0 | 0 | 0 | 0.00% | 96.12% |
09.06.2016 | 80.47% | 0.01 | 0.04 | 300'000 | 300'000 | 125'423 | 125'423 | 2'505 | 5'302 | 95.40% | 95.40% |
08.06.2016 | 23.89% | 0.05 | 0.06 | 200'000 | 200'000 | 82'749 | 82'749 | 5'171 | 6'389 | 97.82% | 97.82% |
07.06.2016 | 26.74% | 0.08 | 0.09 | 300'000 | 300'000 | 124'491 | 124'491 | 8'616 | 10'431 | 97.16% | 97.16% |