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 | 750'000 | 250'000 | 749'969 | 250'000 | 7'500 | 5'000 | 100.00% | 100.00% |
15.06.2017 | 36.77% | 0.02 | 0.03 | 750'000 | 250'000 | 706'787 | 235'596 | 18'228 | 8'781 | 99.92% | 99.92% |
14.06.2017 | 22.25% | 0.06 | 0.08 | 450'000 | 150'000 | 450'000 | 150'000 | 36'790 | 15'263 | 99.03% | 99.03% |
13.06.2017 | 22.51% | 0.08 | 0.10 | 450'000 | 150'000 | 454'697 | 151'566 | 35'926 | 15'007 | 100.00% | 100.00% |
12.06.2017 | 23.88% | 0.05 | 0.07 | 600'000 | 200'000 | 625'224 | 208'408 | 32'075 | 13'595 | 99.99% | 99.99% |
09.06.2017 | 18.30% | 0.09 | 0.11 | 600'000 | 200'000 | 595'970 | 198'657 | 59'218 | 23'712 | 100.00% | 100.00% |
08.06.2017 | 18.56% | 0.09 | 0.11 | 600'000 | 200'000 | 597'286 | 199'095 | 58'681 | 23'542 | 99.60% | 99.60% |
07.06.2017 | 16.52% | 0.12 | 0.14 | 600'000 | 200'000 | 596'774 | 198'925 | 66'458 | 26'131 | 100.00% | 100.00% |
06.06.2017 | 18.17% | 0.09 | 0.11 | 600'000 | 200'000 | 600'000 | 200'000 | 60'786 | 24'262 | 99.88% | 99.88% |