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 | 9.48% | 0.32 | 0.35 | 100,000 | 100,000 | 100,000 | 100,000 | 34,049 | 37,441 | 100.00% | 100.00% |
19/06/2014 | 7.94% | 0.38 | 0.41 | 100,000 | 100,000 | 100,000 | 100,000 | 38,356 | 41,528 | 100.00% | 100.00% |
18/06/2014 | 8.93% | 0.39 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 38,110 | 41,673 | 100.00% | 100.00% |
17/06/2014 | 8.74% | 0.36 | 0.40 | 100,000 | 100,000 | 100,000 | 100,000 | 37,235 | 40,634 | 99.99% | 99.99% |
16/06/2014 | 9.75% | 0.36 | 0.40 | 100,000 | 100,000 | 100,000 | 100,000 | 34,686 | 38,227 | 100.00% | 100.00% |
13/06/2014 | 9.32% | 0.35 | 0.39 | 100,000 | 100,000 | 100,000 | 100,000 | 34,696 | 38,084 | 100.00% | 100.00% |
12/06/2014 | 8.46% | 0.37 | 0.40 | 100,000 | 100,000 | 100,000 | 100,000 | 38,086 | 41,446 | 100.00% | 100.00% |
11/06/2014 | 8.59% | 0.36 | 0.39 | 100,000 | 100,000 | 100,000 | 100,000 | 37,398 | 40,756 | 100.00% | 100.00% |
10/06/2014 | 9.06% | 0.39 | 0.43 | 100,000 | 100,000 | 100,000 | 100,000 | 37,851 | 41,440 | 100.00% | 100.00% |