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 | 3.78% | 0.49 | 0.51 | 100'000 | 100'000 | 108'693 | 108'697 | 56'448 | 58'623 | 95.85% | 95.85% |
14.06.2018 | 2.95% | 0.68 | 0.70 | 75'000 | 75'000 | 101'066 | 101'065 | 55'248 | 56'908 | 99.37% | 99.37% |
13.06.2018 | 2.14% | 0.50 | 0.51 | 100'000 | 100'000 | 117'612 | 117'645 | 54'307 | 55'497 | 85.18% | 85.18% |
12.06.2018 | 6.54% | 0.12 | 0.13 | 350'000 | 350'000 | 368'511 | 354'970 | 52'381 | 54'697 | 100.00% | 100.00% |
11.06.2018 | 9.92% | 0.07 | 0.07 | 925'000 | 475'000 | 945'255 | 320'106 | 46'135 | 18'210 | 100.00% | 100.00% |
08.06.2018 | 9.80% | 0.07 | 0.07 | 725'000 | 375'000 | 860'407 | 347'446 | 44'851 | 21'480 | 100.00% | 100.00% |
07.06.2018 | 8.86% | 0.06 | 0.06 | 1'000'000 | 250'000 | 922'067 | 427'059 | 49'885 | 25'548 | 100.00% | 100.00% |
06.06.2018 | 9.57% | 0.04 | 0.05 | 1'000'000 | 500'000 | 957'305 | 407'585 | 48'052 | 22'990 | 100.00% | 100.00% |
05.06.2018 | 11.66% | 0.05 | 0.06 | 1'000'000 | 250'000 | 989'848 | 311'209 | 41'400 | 15'248 | 100.00% | 100.00% |