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 | 12.76% | 0.15 | 0.17 | 300'000 | 100'000 | 300'000 | 100'000 | 44'158 | 16'719 | 100.00% | 100.00% |
15.06.2017 | 13.58% | 0.13 | 0.15 | 300'000 | 100'000 | 299'709 | 100'000 | 41'320 | 15'787 | 99.82% | 99.94% |
14.06.2017 | 11.17% | 0.15 | 0.17 | 100'000 | 100'000 | 99'990 | 100'000 | 16'950 | 18'951 | 98.98% | 98.98% |
13.06.2017 | 13.33% | 0.15 | 0.17 | 100'000 | 100'000 | 99'982 | 100'000 | 14'084 | 16'086 | 92.45% | 92.45% |
12.06.2017 | 14.59% | 0.11 | 0.13 | 100'000 | 100'000 | 100'000 | 100'000 | 12'774 | 14'774 | 90.69% | 90.69% |
09.06.2017 | 12.55% | 0.15 | 0.17 | 100'000 | 100'000 | 120'689 | 120'689 | 17'928 | 20'341 | 94.14% | 94.14% |
08.06.2017 | 11.91% | 0.15 | 0.17 | 150'000 | 150'000 | 124'661 | 124'661 | 19'611 | 22'104 | 94.97% | 94.97% |
07.06.2017 | 10.69% | 0.16 | 0.18 | 150'000 | 150'000 | 105'538 | 105'538 | 18'656 | 20'767 | 94.19% | 94.19% |
06.06.2017 | 9.21% | 0.20 | 0.22 | 100'000 | 100'000 | 99'963 | 100'000 | 20'747 | 22'756 | 74.51% | 74.51% |