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 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.06.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 10'000 | 31.31% | 99.82% |
14.06.2017 | 28.90% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 15'677 | 20'677 | 95.70% | 95.70% |
13.06.2017 | 44.06% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 9'239 | 14'239 | 65.65% | 65.65% |
12.06.2017 | 40.70% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 9'869 | 14'869 | 83.64% | 83.64% |
09.06.2017 | 28.32% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 15'194 | 20'194 | 100.00% | 100.00% |
08.06.2017 | 34.01% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 12'621 | 17'621 | 99.94% | 99.94% |
07.06.2017 | 25.17% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 17'706 | 22'706 | 100.00% | 100.00% |
06.06.2017 | 15.56% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 29'844 | 34'844 | 100.00% | 100.00% |