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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.06.2014 | 0.76% | 1.26 | 1.27 | 300'000 | 300'000 | 300'000 | 300'000 | 392'884 | 395'884 | 100.00% | 100.00% |
17.06.2014 | 0.78% | 1.29 | 1.30 | 300'000 | 300'000 | 300'000 | 300'000 | 385'042 | 388'042 | 98.11% | 98.11% |
16.06.2014 | 0.81% | 1.25 | 1.26 | 300'000 | 300'000 | 300'000 | 300'000 | 370'225 | 373'225 | 100.00% | 100.00% |
13.06.2014 | 0.84% | 1.24 | 1.25 | 300'000 | 300'000 | 299'993 | 300'000 | 356'477 | 359'487 | 99.27% | 99.27% |
12.06.2014 | 0.76% | 1.29 | 1.30 | 300'000 | 300'000 | 300'000 | 300'000 | 391'331 | 394'331 | 99.51% | 99.51% |
11.06.2014 | 0.72% | 1.34 | 1.35 | 300'000 | 300'000 | 299'998 | 300'000 | 418'280 | 421'282 | 100.00% | 100.00% |
10.06.2014 | 0.71% | 1.45 | 1.46 | 300'000 | 300'000 | 299'931 | 300'000 | 422'031 | 425'132 | 97.98% | 97.98% |
06.06.2014 | 0.83% | 1.25 | 1.26 | 300'000 | 300'000 | 300'000 | 300'000 | 361'089 | 364'089 | 99.48% | 99.48% |
05.06.2014 | 0.78% | 1.25 | 1.26 | 300'000 | 300'000 | 300'000 | 300'000 | 381'146 | 384'146 | 98.22% | 98.22% |
04.06.2014 | 0.78% | 1.23 | 1.24 | 300'000 | 300'000 | 300'000 | 300'000 | 382'808 | 385'808 | 98.78% | 98.78% |