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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 10'000 | 15'000 | 100.00% | 100.00% |
15.06.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 10'000 | 15'000 | 100.00% | 100.00% |
14.06.2017 | 46.91% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 17'442 | 20'581 | 99.03% | 99.03% |
13.06.2017 | 52.00% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 15'501 | 19'126 | 100.00% | 100.00% |
12.06.2017 | 45.80% | 0.02 | 0.03 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 17'852 | 20'889 | 91.04% | 91.04% |
09.06.2017 | 39.20% | 0.03 | 0.04 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 21'336 | 23'502 | 99.98% | 99.98% |
08.06.2017 | 39.37% | 0.02 | 0.03 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 20'551 | 22'913 | 99.67% | 99.67% |
07.06.2017 | 29.14% | 0.03 | 0.04 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 29'526 | 29'644 | 100.00% | 100.00% |
06.06.2017 | 29.09% | 0.03 | 0.04 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 29'544 | 29'658 | 99.86% | 99.86% |