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 | 36.49% | 0.03 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 12'415 | 3'483 | 99.59% | 99.59% |
15.06.2017 | 64.94% | 0.01 | 0.01 | 500'000 | 100'000 | 500'000 | 100'000 | 5'324 | 2'065 | 70.88% | 99.43% |
14.06.2017 | 15.87% | 0.04 | 0.05 | 500'000 | 100'000 | 500'000 | 100'000 | 29'923 | 6'992 | 100.00% | 100.00% |
13.06.2017 | 14.98% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 31'101 | 7'220 | 100.00% | 100.00% |
12.06.2017 | 12.96% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 36'343 | 8'269 | 100.00% | 100.00% |
09.06.2017 | 12.28% | 0.09 | 0.10 | 500'000 | 100'000 | 500'000 | 100'000 | 38'798 | 8'760 | 100.00% | 100.00% |
08.06.2017 | 17.55% | 0.05 | 0.06 | 500'000 | 100'000 | 496'483 | 99'609 | 26'557 | 6'329 | 99.92% | 99.92% |
07.06.2017 | 15.96% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 28'969 | 6'794 | 100.00% | 100.00% |
06.06.2017 | 11.54% | 0.07 | 0.08 | 500'000 | 100'000 | 498'122 | 100'000 | 41'549 | 9'351 | 100.00% | 100.00% |