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 | 2.64% | 0.37 | 0.38 | 120'000 | 120'000 | 120'000 | 120'000 | 44'887 | 46'087 | 98.16% | 98.16% |
14.06.2018 | 3.75% | 0.32 | 0.33 | 770'000 | 770'000 | 273'168 | 273'168 | 78'337 | 81'069 | 97.09% | 97.09% |
13.06.2018 | 12.57% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 370'803 | 370'803 | 44'546 | 48'254 | 94.13% | 94.13% |
12.06.2018 | 16.52% | 0.07 | 0.07 | 1'000'000 | 1'000'000 | 386'552 | 386'558 | 23'391 | 27'257 | 98.70% | 98.70% |
11.06.2018 | 16.97% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 395'256 | 395'255 | 23'743 | 27'695 | 98.88% | 98.88% |
08.06.2018 | 21.20% | 0.07 | 0.07 | 1'000'000 | 1'000'000 | 388'002 | 388'002 | 19'541 | 23'421 | 95.41% | 95.41% |
07.06.2018 | 9.52% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 339'810 | 339'810 | 30'148 | 33'546 | 96.99% | 96.99% |
06.06.2018 | 8.61% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 356'060 | 356'060 | 37'512 | 41'073 | 92.39% | 92.39% |
05.06.2018 | 10.86% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 381'790 | 381'790 | 38'137 | 41'955 | 97.99% | 97.99% |