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 | 22.07% | 0.02 | 0.02 | 1'000'000 | 250'000 | 999'669 | 250'387 | 21'094 | 6'537 | 7.62% | 96.89% |
14.06.2018 | 10.21% | 0.05 | 0.06 | 850'000 | 425'000 | 973'952 | 355'666 | 46'106 | 19'098 | 92.98% | 92.98% |
13.06.2018 | 7.07% | 0.07 | 0.07 | 725'000 | 375'000 | 643'360 | 380'504 | 50'489 | 33'420 | 92.74% | 92.74% |
12.06.2018 | 7.34% | 0.07 | 0.07 | 775'000 | 400'000 | 740'120 | 386'581 | 50'149 | 29'306 | 99.43% | 99.43% |
11.06.2018 | 6.15% | 0.09 | 0.09 | 575'000 | 300'000 | 556'600 | 433'533 | 51'824 | 43'422 | 99.44% | 99.44% |
08.06.2018 | 6.29% | 0.07 | 0.07 | 775'000 | 385'000 | 598'225 | 347'727 | 51'021 | 33'204 | 100.00% | 100.00% |
07.06.2018 | 3.62% | 0.25 | 0.26 | 225'000 | 225'000 | 200'106 | 199'885 | 54'258 | 56'196 | 100.00% | 100.00% |
06.06.2018 | 5.57% | 0.20 | 0.21 | 275'000 | 275'000 | 299'181 | 299'217 | 52'247 | 55'246 | 100.00% | 100.00% |
05.06.2018 | 7.75% | 0.11 | 0.12 | 425'000 | 425'000 | 428'053 | 422'420 | 51'535 | 55'168 | 100.00% | 100.00% |