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 | 1.81% | 0.56 | 0.57 | 200'000 | 200'000 | 199'997 | 200'000 | 109'787 | 111'789 | 98.91% | 98.91% |
18.06.2014 | 1.38% | 0.72 | 0.73 | 200'000 | 200'000 | 200'000 | 200'000 | 143'902 | 145'902 | 100.00% | 100.00% |
17.06.2014 | 1.33% | 0.77 | 0.78 | 200'000 | 200'000 | 200'000 | 200'000 | 150'752 | 152'752 | 98.11% | 98.11% |
16.06.2014 | 1.20% | 0.79 | 0.80 | 200'000 | 200'000 | 200'000 | 200'000 | 166'213 | 168'213 | 100.00% | 100.00% |
13.06.2014 | 1.14% | 0.75 | 0.76 | 200'000 | 200'000 | 200'000 | 200'000 | 175'183 | 177'183 | 99.27% | 99.27% |
12.06.2014 | 1.44% | 0.71 | 0.72 | 200'000 | 200'000 | 199'965 | 199'965 | 138'474 | 140'474 | 99.51% | 99.51% |
11.06.2014 | 1.47% | 0.69 | 0.70 | 200'000 | 200'000 | 200'000 | 200'000 | 136'193 | 138'193 | 100.00% | 100.00% |
10.06.2014 | 1.87% | 0.52 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 106'092 | 108'092 | 100.00% | 100.00% |
06.06.2014 | 1.58% | 0.60 | 0.61 | 200'000 | 200'000 | 199'932 | 199'954 | 125'999 | 128'012 | 99.48% | 99.48% |
05.06.2014 | 1.39% | 0.69 | 0.70 | 200'000 | 200'000 | 199'924 | 199'920 | 143'557 | 145'555 | 98.22% | 98.22% |