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 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 1.75% | 96.51% |
14.06.2018 | 24.89% | 0.01 | 0.02 | 680'000 | 680'000 | 716'649 | 716'616 | 92'018 | 99'427 | 97.03% | 97.03% |
13.06.2018 | 4.88% | 0.16 | 0.17 | 810'000 | 810'000 | 809'976 | 809'961 | 167'956 | 176'052 | 99.27% | 99.27% |
12.06.2018 | 3.85% | 0.26 | 0.27 | 850'000 | 850'000 | 850'000 | 850'000 | 217'584 | 226'084 | 95.46% | 95.46% |
11.06.2018 | 3.02% | 0.31 | 0.32 | 690'000 | 690'000 | 690'000 | 690'000 | 228'521 | 235'421 | 97.64% | 97.64% |
08.06.2018 | 2.00% | 0.44 | 0.45 | 790'000 | 790'000 | 789'973 | 790'000 | 402'714 | 410'632 | 91.39% | 91.39% |
07.06.2018 | 3.09% | 0.33 | 0.34 | 850'000 | 850'000 | 850'000 | 850'000 | 273'850 | 282'350 | 92.56% | 92.56% |
06.06.2018 | 2.66% | 0.40 | 0.41 | 780'000 | 780'000 | 780'000 | 780'000 | 293'292 | 301'092 | 80.64% | 80.64% |
05.06.2018 | 3.36% | 0.37 | 0.38 | 750'000 | 750'000 | 750'000 | 750'000 | 224'835 | 232'335 | 89.25% | 89.25% |