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 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.06.2018 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 99.66% |
13.06.2018 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 93.09% |
12.06.2018 | 30.34% | 0.02 | 0.03 | 1'000'000 | 250'000 | 937'988 | 250'000 | 14'070 | 5'103 | 24.26% | 100.00% |
11.06.2018 | - | - | 0.03 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.06.2018 | 31.40% | 0.02 | 0.03 | 250'000 | 250'000 | 900'933 | 250'000 | 13'514 | 5'165 | 37.28% | 100.00% |
07.06.2018 | 18.67% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'611 | 7'403 | 100.00% | 100.00% |
06.06.2018 | 17.93% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'456 | 7'614 | 100.00% | 100.00% |
05.06.2018 | 18.42% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'020 | 7'505 | 100.00% | 100.00% |