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 | 1.30% | 0.77 | 0.78 | 300'000 | 100'000 | 300'000 | 100'000 | 228'965 | 77'322 | 98.68% | 98.68% |
18.06.2014 | 1.32% | 0.73 | 0.74 | 300'000 | 100'000 | 300'000 | 100'000 | 227'014 | 76'680 | 91.53% | 91.53% |
17.06.2014 | 1.33% | 0.75 | 0.76 | 300'000 | 100'000 | 300'000 | 100'000 | 228'418 | 77'161 | 97.64% | 97.64% |
16.06.2014 | 1.36% | 0.76 | 0.77 | 300'000 | 100'000 | 300'000 | 100'000 | 223'654 | 75'570 | 100.00% | 100.00% |
13.06.2014 | 1.43% | 0.72 | 0.73 | 300'000 | 100'000 | 300'000 | 100'000 | 209'301 | 70'773 | 100.00% | 100.00% |
12.06.2014 | 1.38% | 0.72 | 0.73 | 300'000 | 100'000 | 300'000 | 100'000 | 217'653 | 73'560 | 99.88% | 99.88% |
11.06.2014 | 1.33% | 0.73 | 0.74 | 300'000 | 100'000 | 300'000 | 100'000 | 227'675 | 76'909 | 100.00% | 100.00% |
10.06.2014 | 1.35% | 0.78 | 0.79 | 300'000 | 100'000 | 300'000 | 99'948 | 225'748 | 76'230 | 99.78% | 99.78% |
06.06.2014 | 1.66% | 0.66 | 0.67 | 300'000 | 100'000 | 300'003 | 99'808 | 194'013 | 65'626 | 81.45% | 81.45% |
05.06.2014 | 1.71% | 0.63 | 0.64 | 300'000 | 100'000 | 299'932 | 99'977 | 191'227 | 64'844 | 99.35% | 99.35% |