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 | 4.84% | 0.42 | 0.44 | 100'000 | 100'000 | 100'000 | 100'000 | 40'323 | 42'323 | 91.70% | 91.70% |
19.06.2014 | 4.97% | 0.37 | 0.39 | 100'000 | 100'000 | 100'000 | 100'000 | 39'255 | 41'255 | 86.78% | 86.78% |
18.06.2014 | 6.13% | 0.28 | 0.30 | 100'000 | 100'000 | 100'000 | 100'000 | 31'636 | 33'636 | 97.61% | 97.61% |
17.06.2014 | 5.83% | 0.28 | 0.30 | 100'000 | 100'000 | 100'000 | 100'000 | 30'880 | 32'711 | 80.88% | 80.88% |
16.06.2014 | 3.43% | 0.30 | 0.31 | 100'000 | 100'000 | 100'000 | 100'000 | 28'706 | 29'706 | 81.10% | 81.10% |
13.06.2014 | 3.37% | 0.32 | 0.33 | 100'000 | 100'000 | 100'000 | 100'000 | 29'221 | 30'221 | 100.00% | 100.00% |
12.06.2014 | 2.71% | 0.33 | 0.34 | 100'000 | 100'000 | 99'999 | 100'000 | 36'551 | 37'551 | 59.24% | 59.24% |
11.06.2014 | 2.47% | 0.37 | 0.38 | 100'000 | 100'000 | 100'000 | 100'000 | 40'105 | 41'105 | 100.00% | 100.00% |
10.06.2014 | 2.37% | 0.40 | 0.41 | 100'000 | 100'000 | 100'000 | 100'000 | 41'735 | 42'735 | 14.03% | 14.03% |