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 | - | - |
20.06.2014 | 0.85% | 1.19 | 1.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'176'850 | 1'186'850 | 99.72% | 99.72% |
19.06.2014 | 0.88% | 1.15 | 1.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'137'130 | 1'147'130 | 99.99% | 99.99% |
18.06.2014 | 0.87% | 1.11 | 1.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'150'230 | 1'160'230 | 99.49% | 99.49% |
17.06.2014 | 0.87% | 1.15 | 1.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'145'300 | 1'155'300 | 100.00% | 100.00% |
16.06.2014 | 0.87% | 1.14 | 1.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'142'060 | 1'152'060 | 99.90% | 99.90% |
13.06.2014 | 0.87% | 1.15 | 1.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'139'990 | 1'149'990 | 100.00% | 100.00% |
12.06.2014 | 0.83% | 1.20 | 1.21 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'201'800 | 1'211'800 | 100.00% | 100.00% |
11.06.2014 | 0.79% | 1.23 | 1.24 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'258'500 | 1'268'500 | 99.62% | 99.62% |
10.06.2014 | 0.79% | 1.27 | 1.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'254'620 | 1'264'620 | 100.00% | 100.00% |