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 | 1.56% | 0.64 | 0.65 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 635'573 | 645'573 | 99.75% | 99.75% |
19.06.2014 | 1.62% | 0.62 | 0.63 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 612'625 | 622'625 | 99.99% | 99.99% |
18.06.2014 | 1.64% | 0.58 | 0.59 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 604'781 | 614'781 | 99.03% | 99.03% |
17.06.2014 | 1.63% | 0.60 | 0.61 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 609'857 | 619'857 | 100.00% | 100.00% |
16.06.2014 | 1.67% | 0.61 | 0.62 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 592'936 | 602'936 | 99.91% | 99.91% |
13.06.2014 | 1.82% | 0.57 | 0.58 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 545'205 | 555'205 | 100.00% | 100.00% |
12.06.2014 | 1.72% | 0.57 | 0.58 | 1'000'000 | 1'000'000 | 999'645 | 999'632 | 574'991 | 584'983 | 100.00% | 100.00% |
11.06.2014 | 1.63% | 0.58 | 0.59 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 607'345 | 617'345 | 99.65% | 99.65% |
10.06.2014 | 1.65% | 0.63 | 0.64 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 602'703 | 612'703 | 100.00% | 100.00% |