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 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 99.97% | 99.97% |
15.06.2017 | - | - | 0.01 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.06.2017 | 66.67% | 0.01 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 28.98% | 100.00% |
13.06.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 88.30% | 100.00% |
12.06.2017 | 49.86% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'492 | 13'246 | 99.96% | 99.96% |
09.06.2017 | 38.70% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'930 | 15'965 | 99.97% | 99.97% |
08.06.2017 | 52.95% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'144 | 12'572 | 100.00% | 100.00% |
07.06.2017 | 40.23% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'915 | 14'958 | 100.00% | 100.00% |
06.06.2017 | 28.14% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'990 | 20'995 | 99.59% | 99.59% |