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 | 0.70% | 1.43 | 1.44 | 300'000 | 100'000 | 300'000 | 100'000 | 429'586 | 144'199 | 98.68% | 98.68% |
18.06.2014 | 0.71% | 1.40 | 1.41 | 300'000 | 100'000 | 300'000 | 100'000 | 427'135 | 143'386 | 91.53% | 91.53% |
17.06.2014 | 0.71% | 1.42 | 1.43 | 300'000 | 100'000 | 300'000 | 100'000 | 428'505 | 143'852 | 96.56% | 96.56% |
16.06.2014 | 0.71% | 1.43 | 1.44 | 300'000 | 100'000 | 300'000 | 100'000 | 423'281 | 142'103 | 99.18% | 99.18% |
13.06.2014 | 0.74% | 1.39 | 1.40 | 300'000 | 100'000 | 300'000 | 100'000 | 409'258 | 137'429 | 100.00% | 100.00% |
12.06.2014 | 0.72% | 1.38 | 1.39 | 300'000 | 100'000 | 300'000 | 100'000 | 417'932 | 140'321 | 99.88% | 99.88% |
11.06.2014 | 0.72% | 1.40 | 1.41 | 300'000 | 100'000 | 300'000 | 100'000 | 427'489 | 143'529 | 100.00% | 100.00% |
10.06.2014 | 0.71% | 1.44 | 1.45 | 300'000 | 100'000 | 300'000 | 100'000 | 425'883 | 142'970 | 99.76% | 99.76% |
06.06.2014 | 0.78% | 1.32 | 1.33 | 300'000 | 100'000 | 300'000 | 100'000 | 393'601 | 132'233 | 81.45% | 81.45% |
05.06.2014 | 0.78% | 1.29 | 1.30 | 300'000 | 100'000 | 299'932 | 99'977 | 392'061 | 131'705 | 99.35% | 99.35% |