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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.52% |
15.06.2017 | 55.07% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'997 | 1'000'000 | 14'506 | 24'506 | 73.51% | 93.55% |
14.06.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'927 | 1'000'000 | 9'999 | 20'000 | 67.77% | 97.67% |
13.06.2017 | 47.38% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'996 | 1'000'000 | 17'236 | 27'236 | 99.78% | 99.78% |
12.06.2017 | 21.43% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'945 | 999'991 | 43'443 | 53'445 | 96.92% | 96.92% |
09.06.2017 | 25.36% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'965 | 999'884 | 35'819 | 45'816 | 96.60% | 96.60% |
08.06.2017 | 13.12% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 71'524 | 81'524 | 98.49% | 98.49% |
07.06.2017 | 10.97% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 999'990 | 1'000'000 | 87'637 | 97'638 | 98.84% | 98.84% |
06.06.2017 | 12.03% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 999'987 | 999'998 | 81'605 | 91'606 | 96.78% | 96.78% |