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 | 1,80% | 0,68 | 0,69 | 100 000 | 100 000 | 100 000 | 100 000 | 55 485 | 56 485 | 98,89% | 98,89% |
18/06/2014 | 2,35% | 0,42 | 0,43 | 100 000 | 100 000 | 100 000 | 100 000 | 42 181 | 43 181 | 100,00% | 100,00% |
17/06/2014 | 2,59% | 0,42 | 0,43 | 100 000 | 100 000 | 100 000 | 100 000 | 38 221 | 39 221 | 97,63% | 97,63% |
16/06/2014 | 1,95% | 0,47 | 0,48 | 100 000 | 100 000 | 100 000 | 100 000 | 50 770 | 51 770 | 100,00% | 100,00% |
13/06/2014 | 2,19% | 0,45 | 0,46 | 100 000 | 100 000 | 100 000 | 100 000 | 45 103 | 46 103 | 97,52% | 97,52% |
12/06/2014 | 2,65% | 0,44 | 0,45 | 100 000 | 100 000 | 100 000 | 100 000 | 37 399 | 38 399 | 98,81% | 98,81% |
11/06/2014 | 2,76% | 0,36 | 0,37 | 100 000 | 100 000 | 99 981 | 99 987 | 35 781 | 36 782 | 100,00% | 100,00% |
10/06/2014 | 3,26% | 0,34 | 0,35 | 100 000 | 100 000 | 99 967 | 99 992 | 30 436 | 31 443 | 94,74% | 94,74% |
06/06/2014 | 3,64% | 0,27 | 0,28 | 100 000 | 85 000 | 99 985 | 99 966 | 27 114 | 28 109 | 98,57% | 98,57% |
05/06/2014 | 4,67% | 0,28 | 0,29 | 100 000 | 100 000 | 99 991 | 99 992 | 21 496 | 22 496 | 90,67% | 90,67% |