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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.64% |
15.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.71% |
14.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.83% |
13.06.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.12% |
10.06.2016 | 66.67% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 7'500 | 15'000 | 49.45% | 99.95% |
09.06.2016 | 41.99% | 0.02 | 0.03 | 475'000 | 475'000 | 475'000 | 475'000 | 9'146 | 13'896 | 99.50% | 99.50% |
08.06.2016 | 31.52% | 0.02 | 0.03 | 425'000 | 425'000 | 425'000 | 425'000 | 11'654 | 15'904 | 99.71% | 99.71% |
07.06.2016 | 34.33% | 0.03 | 0.04 | 550'000 | 550'000 | 550'000 | 550'000 | 13'727 | 19'227 | 99.55% | 99.55% |