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 | 24.37% | 0.03 | 0.04 | 270'000 | 270'000 | 270'000 | 270'000 | 9'834 | 12'534 | 99.24% | 99.24% |
14.06.2018 | 43.57% | 0.04 | 0.05 | 500'000 | 500'000 | 497'768 | 497'768 | 11'284 | 16'264 | 97.57% | 97.57% |
13.06.2018 | 44.61% | 0.02 | 0.03 | 450'000 | 450'000 | 450'000 | 450'000 | 7'964 | 12'464 | 98.77% | 98.77% |
12.06.2018 | 42.13% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 9'515 | 14'515 | 99.90% | 99.90% |
11.06.2018 | 47.75% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 8'063 | 13'063 | 99.59% | 99.59% |
08.06.2018 | 56.29% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 6'703 | 11'713 | 96.44% | 96.44% |
07.06.2018 | 41.17% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 9'853 | 14'853 | 93.86% | 93.86% |
06.06.2018 | 43.34% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 9'166 | 14'166 | 96.99% | 96.99% |
05.06.2018 | 32.17% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 13'188 | 18'188 | 91.05% | 91.05% |