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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2012 | 0.71% | 112.59 | 113.39 | 150'000 | 1'000 | 150'000 | 1'000 | 168'885 | 1'134 | 95.60% | 95.60% |
23.11.2012 | 0.71% | 112.58 | 113.38 | 150'000 | 1'000 | 150'000 | 1'000 | 168'870 | 1'134 | 100.00% | 100.00% |
22.11.2012 | 0.71% | 112.58 | 113.38 | 150'000 | 1'000 | 150'000 | 1'000 | 168'870 | 1'134 | 100.00% | 100.00% |
21.11.2012 | 0.71% | 112.58 | 113.38 | 150'000 | 1'000 | 150'000 | 1'000 | 168'870 | 1'134 | 100.00% | 100.00% |
20.11.2012 | 0.71% | 112.58 | 113.38 | 150'000 | 1'000 | 150'000 | 1'000 | 168'870 | 1'134 | 100.00% | 100.00% |
19.11.2012 | 0.71% | 112.58 | 113.38 | 150'000 | 1'000 | 150'000 | 1'000 | 168'870 | 1'134 | 100.00% | 100.00% |
16.11.2012 | 0.71% | 112.57 | 113.37 | 150'000 | 1'000 | 150'000 | 1'000 | 168'854 | 1'134 | 100.00% | 100.00% |
15.11.2012 | 0.71% | 112.55 | 113.35 | 150'000 | 1'000 | 150'000 | 1'000 | 168'825 | 1'134 | 100.00% | 100.00% |
14.11.2012 | 0.71% | 112.54 | 113.34 | 150'000 | 1'000 | 150'000 | 1'000 | 168'810 | 1'133 | 100.00% | 100.00% |
13.11.2012 | 0.71% | 112.53 | 113.33 | 150'000 | 1'000 | 150'000 | 1'000 | 168'795 | 1'133 | 100.00% | 100.00% |