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 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.28% |
15.06.2017 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.50% |
14.06.2017 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.17% |
13.06.2017 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.75% |
12.06.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'989 | 1'000'000 | 10'000 | 20'000 | 20.05% | 97.96% |
09.06.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'996 | 1'000'000 | 10'000 | 20'000 | 60.09% | 97.10% |
08.06.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 98.48% | 98.48% |
07.06.2017 | 65.93% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'276 | 20'276 | 99.43% | 99.43% |
06.06.2017 | 61.23% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'039 | 22'039 | 95.79% | 95.79% |