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 | 3.98% | 0.56 | 0.59 | 90'000 | 50'000 | 92'903 | 50'000 | 52'053 | 29'169 | 100.00% | 100.00% |
14.06.2018 | 4.11% | 0.57 | 0.60 | 90'000 | 50'000 | 98'241 | 50'000 | 51'756 | 27'540 | 100.00% | 100.00% |
13.06.2018 | 4.17% | 0.55 | 0.58 | 100'000 | 50'000 | 97'065 | 50'000 | 52'458 | 28'209 | 99.80% | 99.80% |
12.06.2018 | 4.12% | 0.50 | 0.52 | 100'000 | 50'000 | 97'715 | 50'000 | 51'359 | 27'452 | 100.00% | 100.00% |
11.06.2018 | 4.12% | 0.56 | 0.58 | 90'000 | 50'000 | 98'563 | 50'000 | 53'749 | 28'423 | 99.69% | 99.69% |
08.06.2018 | 4.39% | 0.51 | 0.54 | 100'000 | 50'000 | 106'192 | 50'000 | 52'102 | 25'715 | 100.00% | 100.00% |
07.06.2018 | 4.35% | 0.46 | 0.48 | 110'000 | 50'000 | 104'681 | 50'000 | 52'943 | 26'599 | 92.17% | 92.17% |
06.06.2018 | 4.04% | 0.54 | 0.56 | 100'000 | 50'000 | 98'189 | 50'000 | 53'149 | 28'197 | 100.00% | 100.00% |
05.06.2018 | 4.19% | 0.52 | 0.54 | 100'000 | 50'000 | 103'965 | 50'000 | 52'690 | 26'462 | 100.00% | 100.00% |