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 | 0.62% | 1.56 | 1.57 | 300'000 | 300'000 | 300'000 | 300'000 | 482'884 | 485'884 | 100.00% | 100.00% |
17.06.2014 | 0.63% | 1.59 | 1.60 | 300'000 | 300'000 | 300'000 | 300'000 | 475'042 | 478'042 | 98.11% | 98.11% |
16.06.2014 | 0.65% | 1.55 | 1.56 | 300'000 | 300'000 | 300'000 | 300'000 | 460'225 | 463'225 | 100.00% | 100.00% |
13.06.2014 | 0.67% | 1.54 | 1.55 | 300'000 | 300'000 | 300'000 | 300'000 | 448'033 | 451'033 | 99.27% | 99.27% |
12.06.2014 | 0.62% | 1.60 | 1.61 | 300'000 | 300'000 | 300'000 | 300'000 | 484'331 | 487'331 | 99.51% | 99.51% |
11.06.2014 | 0.59% | 1.65 | 1.66 | 300'000 | 300'000 | 300'000 | 300'000 | 511'282 | 514'282 | 100.00% | 100.00% |
10.06.2014 | 0.58% | 1.76 | 1.77 | 300'000 | 300'000 | 300'000 | 300'000 | 515'150 | 518'150 | 97.85% | 97.98% |
06.06.2014 | 0.66% | 1.56 | 1.57 | 300'000 | 300'000 | 299'999 | 300'000 | 454'087 | 457'088 | 99.48% | 99.48% |
05.06.2014 | 0.63% | 1.56 | 1.57 | 300'000 | 300'000 | 300'000 | 300'000 | 474'146 | 477'146 | 98.22% | 98.22% |
04.06.2014 | 0.63% | 1.54 | 1.55 | 300'000 | 300'000 | 300'000 | 300'000 | 475'813 | 478'813 | 98.68% | 98.70% |