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 | - | - |
18/06/2015 | 0,91% | 1,55 | 1,56 | 100 000 | 60 000 | 93 723 | 56 234 | 146 772 | 88 826 | 16,58% | 16,58% |
17/06/2015 | 2,08% | 1,58 | 1,59 | 1 000 000 | 60 000 | 615 396 | 36 924 | 942 184 | 57 573 | 99,16% | 99,16% |
16/06/2015 | 1,66% | 1,50 | 1,51 | 1 000 000 | 60 000 | 614 504 | 36 870 | 909 535 | 55 405 | 99,98% | 99,98% |
15/06/2015 | 1,49% | 1,54 | 1,56 | 1 000 000 | 60 000 | 609 148 | 36 549 | 935 296 | 56 910 | 98,59% | 98,59% |
12/06/2015 | 2,39% | 1,58 | 1,59 | 1 000 000 | 60 000 | 610 621 | 36 637 | 974 743 | 59 736 | 98,85% | 98,85% |
11/06/2015 | 2,08% | 1,72 | 1,73 | 1 000 000 | 60 000 | 610 240 | 36 614 | 1 065 290 | 65 110 | 98,80% | 98,80% |
10/06/2015 | 2,68% | 1,71 | 1,73 | 1 000 000 | 60 000 | 612 231 | 36 734 | 1 006 280 | 61 800 | 99,46% | 99,99% |
09/06/2015 | 1,73% | 1,56 | 1,58 | 1 000 000 | 60 000 | 609 438 | 36 566 | 991 498 | 60 453 | 98,63% | 98,90% |
08/06/2015 | 1,87% | 1,83 | 1,84 | 1 000 000 | 60 000 | 601 194 | 36 072 | 1 162 470 | 70 941 | 96,62% | 96,62% |