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 | - | - |
20/06/2014 | 6.18% | 0.17 | 0.18 | 1,000,000 | 1,000,000 | 999,039 | 1,000,000 | 156,906 | 167,067 | 99.72% | 99.72% |
19/06/2014 | 8.04% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 999,929 | 999,959 | 119,609 | 129,613 | 100.00% | 100.00% |
18/06/2014 | 7.37% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 999,979 | 1,000,000 | 132,094 | 142,096 | 99.49% | 99.49% |
17/06/2014 | 7.41% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 130,226 | 140,226 | 99.83% | 100.00% |
16/06/2014 | 7.40% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 130,427 | 140,427 | 99.90% | 99.90% |
13/06/2014 | 7.32% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 999,741 | 999,864 | 134,064 | 144,079 | 100.00% | 100.00% |
12/06/2014 | 5.16% | 0.19 | 0.20 | 1,000,000 | 1,000,000 | 999,945 | 999,809 | 189,250 | 199,222 | 100.00% | 100.00% |
11/06/2014 | 4.07% | 0.22 | 0.23 | 1,000,000 | 1,000,000 | 999,844 | 999,848 | 241,677 | 251,675 | 99.62% | 99.62% |
10/06/2014 | 4.10% | 0.26 | 0.27 | 1,000,000 | 1,000,000 | 999,571 | 1,000,000 | 239,028 | 249,130 | 100.00% | 100.00% |