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 | - | - |
15/09/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
12/09/2014 | - | 0.08 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
11/09/2014 | 16.10% | 0.10 | 0.12 | 250,000 | 250,000 | 249,503 | 249,502 | 27,953 | 32,797 | 99.93% | 99.93% |
10/09/2014 | 13.60% | 0.13 | 0.15 | 250,000 | 250,000 | 249,734 | 249,734 | 34,333 | 39,330 | 99.52% | 99.52% |
09/09/2014 | 13.66% | 0.13 | 0.15 | 250,000 | 250,000 | 250,000 | 250,000 | 34,147 | 39,147 | 99.74% | 99.74% |
08/09/2014 | 12.21% | 0.14 | 0.16 | 250,000 | 250,000 | 249,784 | 249,784 | 38,607 | 43,604 | 99.02% | 99.02% |
05/09/2014 | 12.68% | 0.15 | 0.17 | 250,000 | 250,000 | 249,960 | 249,960 | 36,980 | 41,980 | 97.81% | 97.81% |
04/09/2014 | 11.99% | 0.15 | 0.17 | 250,000 | 250,000 | 248,201 | 248,202 | 39,556 | 44,539 | 99.49% | 99.49% |
03/09/2014 | 12.27% | 0.15 | 0.17 | 250,000 | 250,000 | 249,085 | 249,085 | 38,447 | 43,438 | 99.75% | 99.75% |