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 | - | - |
15/08/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/08/2014 | 5.79% | 0.18 | 0.01 | 100,000 | 100,000 | 100,000 | 100,000 | 18,836 | 19,956 | 70.83% | 70.97% |
13/08/2014 | 6.50% | 0.20 | 0.21 | 100,000 | 100,000 | 100,000 | 100,000 | 19,981 | 21,328 | 99.82% | 99.82% |
12/08/2014 | 5.70% | 0.20 | 0.21 | 100,000 | 100,000 | 100,000 | 100,000 | 20,345 | 21,538 | 100.00% | 100.00% |
11/08/2014 | 5.14% | 0.20 | 0.21 | 100,000 | 100,000 | 100,000 | 100,000 | 20,000 | 21,057 | 100.00% | 100.00% |
08/08/2014 | 6.23% | 0.21 | 0.22 | 100,000 | 100,000 | 100,000 | 100,000 | 20,291 | 21,597 | 100.00% | 100.00% |
07/08/2014 | 5.31% | 0.21 | 0.22 | 100,000 | 100,000 | 100,000 | 100,000 | 21,701 | 22,884 | 100.00% | 100.00% |
06/08/2014 | 5.21% | 0.22 | 0.23 | 100,000 | 100,000 | 100,000 | 100,000 | 22,340 | 23,534 | 100.00% | 100.00% |
05/08/2014 | 5.53% | 0.24 | 0.25 | 100,000 | 100,000 | 100,000 | 100,000 | 24,323 | 25,705 | 99.98% | 99.98% |