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 | - | 0.02 | 0.01 | 1'000'000 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.06.2018 | 19.88% | 0.03 | 0.04 | 1'000'000 | 250'000 | 957'404 | 250'000 | 24'305 | 7'572 | 18.69% | 99.68% |
13.06.2018 | 12.12% | 0.03 | 0.04 | 1'000'000 | 250'000 | 996'687 | 325'682 | 40'427 | 15'576 | 93.10% | 93.10% |
12.06.2018 | 6.68% | 0.07 | 0.07 | 725'000 | 375'000 | 696'109 | 357'811 | 50'389 | 27'697 | 100.00% | 100.00% |
11.06.2018 | 13.33% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'484 | 10'121 | 100.00% | 100.00% |
08.06.2018 | 16.70% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'840 | 8'210 | 100.00% | 100.00% |
07.06.2018 | 12.79% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 255'267 | 37'032 | 10'775 | 100.00% | 100.00% |
06.06.2018 | 17.87% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'050 | 7'762 | 100.00% | 100.00% |
05.06.2018 | 10.03% | 0.04 | 0.05 | 1'000'000 | 250'000 | 987'234 | 379'383 | 47'092 | 20'417 | 100.00% | 100.00% |