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 | - | - |
15.06.2018 | 3.54% | 0.29 | 0.30 | 200'000 | 200'000 | 199'988 | 200'000 | 55'459 | 57'462 | 96.99% | 96.99% |
14.06.2018 | 4.55% | 0.25 | 0.26 | 200'000 | 200'000 | 200'000 | 200'000 | 43'267 | 45'268 | 98.46% | 98.46% |
13.06.2018 | 6.09% | 0.20 | 0.21 | 210'000 | 210'000 | 210'000 | 210'000 | 33'796 | 35'896 | 99.86% | 99.86% |
12.06.2018 | 8.47% | 0.12 | 0.13 | 230'000 | 230'000 | 230'000 | 230'000 | 26'073 | 28'373 | 99.87% | 99.87% |
11.06.2018 | 10.40% | 0.10 | 0.11 | 260'000 | 260'000 | 260'000 | 260'000 | 23'820 | 26'420 | 100.00% | 100.00% |
08.06.2018 | 9.52% | 0.10 | 0.11 | 250'000 | 250'000 | 250'000 | 250'000 | 25'104 | 27'604 | 99.94% | 99.94% |
07.06.2018 | 9.06% | 0.10 | 0.11 | 250'000 | 250'000 | 250'000 | 250'000 | 26'497 | 28'997 | 99.52% | 99.52% |
06.06.2018 | 8.46% | 0.12 | 0.13 | 230'000 | 230'000 | 230'000 | 230'000 | 26'150 | 28'450 | 99.97% | 99.97% |
05.06.2018 | 6.09% | 0.16 | 0.17 | 220'000 | 220'000 | 220'000 | 220'000 | 35'093 | 37'293 | 99.93% | 99.93% |