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 | - | - |
17/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/10/2014 | 6.86% | 0.38 | 0.43 | 50,000 | 50,000 | 50,000 | 50,000 | 28,114 | 30,096 | 52.15% | 70.64% |
14/10/2014 | 6.28% | 0.62 | 0.66 | 50,000 | 50,000 | 50,000 | 50,000 | 30,843 | 32,843 | 99.98% | 99.98% |
13/10/2014 | 5.90% | 0.63 | 0.67 | 50,000 | 50,000 | 50,000 | 50,000 | 32,918 | 34,918 | 100.00% | 100.00% |
10/10/2014 | 5.50% | 0.71 | 0.75 | 50,000 | 50,000 | 50,000 | 50,000 | 35,368 | 37,368 | 99.99% | 99.99% |
09/10/2014 | 5.64% | 0.72 | 0.76 | 50,000 | 50,000 | 49,820 | 49,820 | 34,759 | 36,757 | 99.98% | 99.98% |
08/10/2014 | 5.15% | 0.75 | 0.79 | 50,000 | 50,000 | 50,000 | 50,000 | 37,804 | 39,804 | 99.99% | 99.99% |
07/10/2014 | 4.85% | 0.79 | 0.83 | 50,000 | 50,000 | 50,000 | 50,000 | 40,277 | 42,277 | 99.99% | 99.99% |