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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.06.2014 | 3.92% | 0.29 | 0.31 | 500'000 | 500'000 | 500'000 | 500'000 | 132'771 | 138'102 | 99.51% | 99.51% |
18.06.2014 | 3.65% | 0.32 | 0.33 | 500'000 | 500'000 | 500'000 | 500'000 | 135'010 | 140'010 | 99.99% | 99.99% |
17.06.2014 | 3.27% | 0.29 | 0.30 | 500'000 | 500'000 | 499'979 | 500'000 | 150'670 | 155'676 | 99.61% | 99.61% |
16.06.2014 | 2.90% | 0.33 | 0.34 | 500'000 | 500'000 | 499'945 | 500'000 | 170'360 | 175'379 | 99.27% | 99.27% |
13.06.2014 | 2.71% | 0.32 | 0.33 | 500'000 | 500'000 | 500'000 | 500'000 | 184'172 | 189'172 | 99.06% | 99.06% |
12.06.2014 | 3.98% | 0.26 | 0.27 | 500'000 | 500'000 | 500'000 | 498'524 | 124'255 | 128'856 | 99.64% | 99.64% |
11.06.2014 | 6.17% | 0.22 | 0.23 | 500'000 | 500'000 | 500'000 | 499'780 | 81'806 | 86'773 | 100.00% | 100.00% |
10.06.2014 | 6.31% | 0.11 | 0.12 | 500'000 | 500'000 | 500'000 | 500'000 | 80'466 | 85'466 | 99.79% | 99.79% |
06.06.2014 | 2.77% | 0.32 | 0.33 | 500'000 | 500'000 | 499'999 | 500'000 | 178'730 | 183'730 | 99.90% | 99.90% |
05.06.2014 | 3.31% | 0.32 | 0.33 | 500'000 | 500'000 | 500'000 | 500'000 | 149'715 | 154'715 | 98.43% | 98.43% |