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 | 6.86% | 0.13 | 0.14 | 210'000 | 210'000 | 210'000 | 210'000 | 29'650 | 31'750 | 97.32% | 97.32% |
19.06.2014 | 5.75% | 0.13 | 0.14 | 210'000 | 210'000 | 210'014 | 210'014 | 35'843 | 37'943 | 99.12% | 99.12% |
18.06.2014 | 4.98% | 0.20 | 0.21 | 210'000 | 210'000 | 210'000 | 210'000 | 41'166 | 43'266 | 100.00% | 100.00% |
17.06.2014 | 5.81% | 0.19 | 0.20 | 220'000 | 220'000 | 220'000 | 220'000 | 37'063 | 39'263 | 99.76% | 99.76% |
16.06.2014 | 5.40% | 0.17 | 0.18 | 220'000 | 220'000 | 220'000 | 220'000 | 39'882 | 42'082 | 96.40% | 96.40% |
13.06.2014 | 4.55% | 0.21 | 0.22 | 220'000 | 220'000 | 220'000 | 220'000 | 47'302 | 49'502 | 100.00% | 100.00% |
12.06.2014 | 3.91% | 0.25 | 0.26 | 220'000 | 220'000 | 215'919 | 215'919 | 54'226 | 56'385 | 99.59% | 99.59% |
11.06.2014 | 3.17% | 0.31 | 0.32 | 210'000 | 210'000 | 210'000 | 210'000 | 65'286 | 67'386 | 99.97% | 99.97% |
10.06.2014 | 2.74% | 0.37 | 0.38 | 210'000 | 210'000 | 210'000 | 210'000 | 75'710 | 77'810 | 100.00% | 100.00% |