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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.06.2012 | 0.70% | 73.71 % | 74.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'521 EUR | 185'825 EUR | 99.45% | 99.46% |
27.06.2012 | 0.71% | 74.35 % | 74.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'906 EUR | 185'209 EUR | 94.91% | 94.91% |
26.06.2012 | 0.71% | 72.91 % | 73.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'240 EUR | 184'540 EUR | 99.47% | 99.48% |
25.06.2012 | 0.70% | 73.17 % | 73.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'291 EUR | 185'595 EUR | 100.00% | 100.00% |
22.06.2012 | 0.71% | 75.28 % | 75.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 188'198 EUR | 189'531 EUR | 100.00% | 100.00% |
21.06.2012 | 0.71% | 75.75 % | 76.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 189'670 EUR | 191'017 EUR | 99.56% | 99.56% |
20.06.2012 | 0.71% | 75.68 % | 76.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 188'721 EUR | 190'062 EUR | 100.00% | 100.00% |
19.06.2012 | 0.71% | 75.47 % | 76.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'001 EUR | 187'323 EUR | 99.61% | 99.61% |
18.06.2012 | 0.71% | 73.89 % | 74.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'331 EUR | 187'653 EUR | 100.00% | 100.00% |
15.06.2012 | 0.71% | 74.60 % | 75.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'464 EUR | 187'790 EUR | 100.00% | 100.00% |