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 | 7.86% | 0.37 | 0.40 | 40'000 | 40'000 | 40'000 | 40'000 | 14'665 | 15'865 | 92.96% | 92.96% |
19.06.2014 | 7.91% | 0.36 | 0.39 | 40'000 | 40'000 | 40'000 | 40'000 | 14'568 | 15'768 | 98.01% | 98.01% |
18.06.2014 | 8.37% | 0.34 | 0.37 | 40'000 | 40'000 | 40'000 | 40'000 | 13'754 | 14'954 | 98.14% | 98.14% |
17.06.2014 | 9.03% | 0.33 | 0.36 | 40'000 | 40'000 | 40'000 | 40'000 | 12'703 | 13'903 | 96.71% | 96.71% |
16.06.2014 | 10.37% | 0.27 | 0.30 | 40'000 | 40'000 | 40'000 | 40'000 | 10'998 | 12'198 | 97.36% | 98.31% |
13.06.2014 | 9.14% | 0.27 | 0.30 | 40'000 | 40'000 | 49'632 | 49'632 | 11'042 | 12'094 | 96.15% | 96.15% |
12.06.2014 | 10.11% | 0.19 | 0.21 | 50'000 | 50'000 | 50'000 | 50'000 | 9'959 | 11'017 | 100.00% | 100.00% |
11.06.2014 | 10.59% | 0.20 | 0.22 | 50'000 | 50'000 | 50'000 | 50'000 | 9'730 | 10'815 | 95.96% | 97.70% |
10.06.2014 | 14.86% | 0.17 | 0.20 | 50'000 | 50'000 | 50'000 | 50'000 | 7'413 | 8'607 | 90.98% | 95.32% |