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 | - | - | 0.02 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.06.2018 | - | - | 0.02 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.06.2018 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 4'000 | 8'000 | 0.00% | 98.40% |
12.06.2018 | 120.00% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 2'000 | 8'000 | 87.30% | 100.00% |
11.06.2018 | 113.52% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 2'243 | 8'000 | 99.92% | 99.92% |
08.06.2018 | 40.60% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 7'909 | 11'909 | 100.00% | 100.00% |
07.06.2018 | 33.95% | 0.02 | 0.03 | 400'000 | 400'000 | 398'788 | 400'000 | 9'848 | 13'884 | 100.00% | 100.00% |
06.06.2018 | 44.13% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 7'200 | 11'200 | 100.00% | 100.00% |
05.06.2018 | 49.97% | 0.02 | 0.03 | 400'000 | 396'000 | 400'000 | 398'973 | 6'005 | 9'980 | 100.00% | 100.00% |