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 | 900'000 | 300'000 | 900'000 | 300'000 | 9'000 | 6'000 | 100.00% | 100.00% |
15.06.2017 | 66.48% | 0.01 | 0.02 | 900'000 | 300'000 | 900'000 | 300'000 | 9'064 | 6'021 | 100.00% | 100.00% |
14.06.2017 | 31.95% | 0.03 | 0.04 | 750'000 | 250'000 | 746'542 | 248'847 | 20'083 | 9'183 | 100.00% | 100.00% |
13.06.2017 | 64.59% | 0.01 | 0.02 | 900'000 | 300'000 | 900'000 | 300'000 | 9'701 | 6'234 | 100.00% | 100.00% |
12.06.2017 | 56.15% | 0.02 | 0.03 | 750'000 | 250'000 | 852'674 | 284'225 | 11'623 | 6'716 | 100.00% | 100.00% |
09.06.2017 | 30.41% | 0.03 | 0.04 | 600'000 | 200'000 | 656'046 | 218'682 | 18'789 | 8'450 | 100.00% | 100.00% |
08.06.2017 | 57.51% | 0.01 | 0.02 | 900'000 | 300'000 | 898'666 | 299'555 | 12'064 | 7'017 | 99.86% | 99.86% |
07.06.2017 | 60.97% | 0.02 | 0.03 | 900'000 | 300'000 | 900'000 | 300'000 | 10'922 | 6'641 | 100.00% | 100.00% |
06.06.2017 | 42.67% | 0.02 | 0.03 | 900'000 | 300'000 | 880'383 | 293'461 | 16'977 | 8'594 | 100.00% | 100.00% |