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 EUR | 0 EUR | - | - |
20.09.2012 | 0.63% | 109.85 % | 110.55 % | 150'000 | 50'000 | 150'000 | 50'000 | 165'110 EUR | 55'387 EUR | 100.00% | 100.00% |
19.09.2012 | 0.64% | 109.45 % | 110.15 % | 150'000 | 50'000 | 150'000 | 50'000 | 164'486 EUR | 55'179 EUR | 100.00% | 100.00% |
18.09.2012 | 0.64% | 109.63 % | 110.33 % | 150'000 | 50'000 | 150'000 | 50'000 | 164'597 EUR | 55'216 EUR | 100.00% | 100.00% |
17.09.2012 | 0.64% | 108.73 % | 109.43 % | 150'000 | 50'000 | 150'000 | 50'000 | 163'082 EUR | 54'711 EUR | 33.38% | 33.38% |
14.09.2012 | 0.64% | 108.53 % | 109.23 % | 150'000 | 50'000 | 150'000 | 50'000 | 162'665 EUR | 54'572 EUR | 100.00% | 100.00% |
13.09.2012 | 0.63% | 109.91 % | 110.61 % | 150'000 | 35'000 | 150'000 | 46'154 | 164'856 EUR | 51'038 EUR | 100.00% | 100.00% |
12.09.2012 | 0.35% | 109.42 % | 110.12 % | 150'000 | 50'000 | 410'518 | 50'000 | 448'727 EUR | 54'833 EUR | 99.89% | 99.89% |
11.09.2012 | 0.22% | 110.05 % | 110.30 % | 500'000 | 50'000 | 500'000 | 50'000 | 555'216 EUR | 55'647 EUR | 100.00% | 100.00% |
10.09.2012 | 0.30% | 110.84 % | 111.09 % | 500'000 | 50'000 | 500'000 | 50'000 | 553'906 EUR | 55'554 EUR | 98.69% | 98.69% |