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 | 0.61% | 1.60 | 1.61 | 250'000 | 250'000 | 250'000 | 250'000 | 408'462 | 410'962 | 92.18% | 92.18% |
16.06.2016 | 0.51% | 1.91 | 1.92 | 250'000 | 250'000 | 463'862 | 463'862 | 912'198 | 916'836 | 98.13% | 98.13% |
15.06.2016 | 0.57% | 1.65 | 1.66 | 500'000 | 500'000 | 500'000 | 500'000 | 874'138 | 879'138 | 98.67% | 98.67% |
14.06.2016 | 0.54% | 1.95 | 1.96 | 500'000 | 500'000 | 500'000 | 500'000 | 932'436 | 937'436 | 97.64% | 97.64% |
13.06.2016 | 0.64% | 1.58 | 1.59 | 500'000 | 500'000 | 500'000 | 500'000 | 780'599 | 785'599 | 98.74% | 98.74% |
10.06.2016 | 0.85% | 1.27 | 1.28 | 500'000 | 500'000 | 500'000 | 500'000 | 592'370 | 597'370 | 98.57% | 98.57% |
09.06.2016 | 1.37% | 0.71 | 0.72 | 500'000 | 500'000 | 499'974 | 500'000 | 364'121 | 369'137 | 98.07% | 98.07% |
08.06.2016 | 2.37% | 0.46 | 0.47 | 500'000 | 500'000 | 499'997 | 499'970 | 209'132 | 214'121 | 99.76% | 99.76% |
07.06.2016 | 3.20% | 0.30 | 0.31 | 485'300 | 500'000 | 499'968 | 499'970 | 155'429 | 160'429 | 98.89% | 98.89% |