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 | 76.47% | 0.02 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 8'044 | 3'512 | 92.88% | 92.88% |
15.06.2017 | 66.67% | 0.01 | 0.01 | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 | 2'000 | 47.13% | 80.51% |
14.06.2017 | 45.20% | 0.01 | 0.02 | 500'000 | 100'000 | 500'000 | 100'000 | 9'929 | 2'992 | 97.35% | 97.35% |
13.06.2017 | 38.71% | 0.02 | 0.03 | 500'000 | 100'000 | 500'000 | 100'000 | 15'926 | 4'741 | 100.00% | 100.00% |
12.06.2017 | 33.19% | 0.02 | 0.03 | 500'000 | 100'000 | 500'000 | 100'000 | 13'880 | 3'842 | 100.00% | 100.00% |
09.06.2017 | 30.22% | 0.03 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 14'628 | 3'950 | 100.00% | 100.00% |
08.06.2017 | 28.45% | 0.05 | 0.07 | 500'000 | 100'000 | 498'804 | 99'867 | 24'831 | 6'639 | 99.81% | 99.81% |
07.06.2017 | 27.27% | 0.03 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 16'075 | 4'215 | 100.00% | 100.00% |
06.06.2017 | 25.72% | 0.04 | 0.05 | 500'000 | 100'000 | 500'000 | 100'000 | 17'247 | 4'449 | 100.00% | 100.00% |