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 | 0,47% | 2,12 | 2,13 | 750 000 | 750 000 | 750 000 | 750 000 | 1 596 210 | 1 603 710 | 99,25% | 99,25% |
18/06/2014 | 0,51% | 1,96 | 1,97 | 750 000 | 750 000 | 750 000 | 750 000 | 1 469 930 | 1 477 430 | 99,98% | 99,98% |
17/06/2014 | 0,52% | 1,92 | 1,93 | 750 000 | 750 000 | 750 000 | 750 000 | 1 448 190 | 1 455 690 | 96,76% | 96,76% |
16/06/2014 | 0,54% | 1,89 | 1,90 | 750 000 | 750 000 | 750 000 | 750 000 | 1 389 930 | 1 397 430 | 99,78% | 99,78% |
13/06/2014 | 0,55% | 1,94 | 1,95 | 750 000 | 750 000 | 750 000 | 750 000 | 1 363 870 | 1 371 370 | 96,69% | 96,69% |
12/06/2014 | 0,50% | 1,98 | 1,99 | 750 000 | 750 000 | 750 000 | 750 000 | 1 500 280 | 1 507 780 | 99,57% | 99,57% |
11/06/2014 | 0,50% | 2,01 | 2,02 | 750 000 | 750 000 | 750 000 | 750 000 | 1 511 490 | 1 518 990 | 98,15% | 98,15% |
10/06/2014 | 0,46% | 2,17 | 2,18 | 750 000 | 750 000 | 750 000 | 750 000 | 1 618 230 | 1 625 730 | 99,95% | 99,95% |
06/06/2014 | 0,48% | 2,10 | 2,11 | 750 000 | 750 000 | 750 000 | 750 000 | 1 549 410 | 1 556 910 | 99,28% | 99,28% |
05/06/2014 | 0,50% | 2,01 | 2,02 | 750 000 | 750 000 | 750 000 | 750 000 | 1 486 750 | 1 494 250 | 96,61% | 96,61% |