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 | 16.98% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'416 | 1'000'000 | 54'621 | 64'656 | 99.72% | 99.72% |
19.06.2014 | 10.24% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 92'963 | 102'963 | 100.00% | 100.00% |
18.06.2014 | 10.84% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 88'492 | 98'492 | 99.49% | 99.49% |
17.06.2014 | 8.72% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 110'014 | 120'014 | 100.00% | 100.00% |
16.06.2014 | 8.19% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 117'246 | 127'246 | 99.90% | 99.90% |
13.06.2014 | 7.80% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 999'795 | 1'000'000 | 125'406 | 135'433 | 100.00% | 100.00% |
12.06.2014 | 10.97% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 999'543 | 1'000'000 | 86'428 | 96'469 | 100.00% | 100.00% |
11.06.2014 | 14.81% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'506 | 73'506 | 99.62% | 99.62% |
10.06.2014 | 14.11% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 999'534 | 66'329 | 76'296 | 100.00% | 100.00% |