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 | 166.67% | - | 0.01 | 900'000 | 300'000 | 900'000 | 300'000 | 900 | 3'300 | 6.29% | 84.43% |
14.06.2018 | 96.97% | - | 0.01 | 900'000 | 300'000 | 900'000 | 300'000 | 5'020 | 4'673 | 99.94% | 99.94% |
13.06.2018 | 35.37% | 0.02 | 0.03 | 900'000 | 300'000 | 879'573 | 293'244 | 21'978 | 10'259 | 99.95% | 99.95% |
12.06.2018 | 34.18% | 0.02 | 0.03 | 900'000 | 300'000 | 900'000 | 299'968 | 24'419 | 11'139 | 99.77% | 99.77% |
11.06.2018 | 18.63% | 0.05 | 0.06 | 900'000 | 300'000 | 900'000 | 300'000 | 43'999 | 17'666 | 99.83% | 99.83% |
08.06.2018 | 19.87% | 0.04 | 0.05 | 900'000 | 300'000 | 878'143 | 292'676 | 41'790 | 16'855 | 99.47% | 99.47% |
07.06.2018 | 5.30% | 0.16 | 0.17 | 150'000 | 150'000 | 152'162 | 150'240 | 27'946 | 29'156 | 99.93% | 99.93% |
06.06.2018 | 8.78% | 0.13 | 0.14 | 600'000 | 200'000 | 635'692 | 211'897 | 69'324 | 25'227 | 99.84% | 99.84% |
05.06.2018 | 15.42% | 0.06 | 0.07 | 900'000 | 300'000 | 887'154 | 295'718 | 53'992 | 20'955 | 99.88% | 99.88% |