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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2013 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/11/2013 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/11/2013 | 0.40% | 2.60 | 2.61 | 500,000 | 500,000 | 500,000 | 500,000 | 1,300,340 | 1,305,500 | 40.13% | 40.13% |
15/11/2013 | 0.53% | 2.62 | 2.63 | 500,000 | 500,000 | 499,761 | 499,761 | 1,306,650 | 1,313,530 | 100.00% | 100.00% |
14/11/2013 | 0.48% | 2.62 | 2.63 | 500,000 | 500,000 | 500,000 | 500,000 | 1,301,170 | 1,307,480 | 100.00% | 100.00% |
13/11/2013 | 0.48% | 2.60 | 2.61 | 500,000 | 500,000 | 500,000 | 500,000 | 1,295,020 | 1,301,220 | 99.93% | 99.93% |
12/11/2013 | 0.50% | 2.59 | 2.60 | 500,000 | 500,000 | 500,000 | 500,000 | 1,295,290 | 1,301,730 | 100.00% | 100.00% |
11/11/2013 | 0.51% | 2.58 | 2.60 | 500,000 | 500,000 | 500,000 | 500,000 | 1,293,620 | 1,300,240 | 99.85% | 99.85% |
08/11/2013 | 0.53% | 2.54 | 2.55 | 500,000 | 500,000 | 500,000 | 500,000 | 1,256,440 | 1,263,140 | 99.80% | 99.80% |
07/11/2013 | 0.49% | 2.53 | 2.54 | 500,000 | 500,000 | 500,000 | 500,000 | 1,264,700 | 1,270,940 | 98.99% | 98.99% |