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 | 4,53% | 0,64 | 0,65 | 100 000 | 60 000 | 46 433 | 36 481 | 29 620 | 24 114 | 98,28% | 98,28% |
17/06/2015 | 5,25% | 0,65 | 0,66 | 1 000 000 | 60 000 | 614 470 | 36 868 | 371 031 | 23 291 | 99,96% | 99,96% |
16/06/2015 | 4,34% | 0,56 | 0,58 | 1 000 000 | 60 000 | 614 508 | 36 870 | 338 203 | 21 109 | 99,97% | 99,97% |
15/06/2015 | 3,70% | 0,61 | 0,62 | 1 000 000 | 60 000 | 609 299 | 36 558 | 367 510 | 22 828 | 98,62% | 98,62% |
12/06/2015 | 5,64% | 0,65 | 0,66 | 1 000 000 | 60 000 | 610 624 | 36 637 | 407 090 | 25 673 | 98,84% | 98,84% |
11/06/2015 | 4,35% | 0,78 | 0,79 | 1 000 000 | 60 000 | 609 491 | 36 569 | 494 238 | 30 833 | 98,60% | 98,84% |
10/06/2015 | 6,07% | 0,79 | 0,80 | 1 000 000 | 60 000 | 611 860 | 36 712 | 440 480 | 27 851 | 99,33% | 99,99% |
09/06/2015 | 3,73% | 0,64 | 0,65 | 1 000 000 | 60 000 | 610 512 | 36 630 | 429 948 | 26 731 | 98,90% | 98,90% |
08/06/2015 | 3,61% | 0,89 | 0,90 | 1 000 000 | 60 000 | 601 209 | 36 073 | 599 087 | 37 146 | 96,61% | 96,61% |