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 | - | - |
13/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
10/10/2014 | - | 0.22 | 0.23 | 100,000 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
09/10/2014 | 2.86% | 0.29 | 0.30 | 100,000 | 100,000 | 100,000 | 100,000 | 35,276 | 36,290 | 98.58% | 98.58% |
08/10/2014 | 3.53% | 0.26 | 0.27 | 100,000 | 100,000 | 100,000 | 100,000 | 27,881 | 28,881 | 96.70% | 96.70% |
07/10/2014 | 3.01% | 0.31 | 0.32 | 100,000 | 100,000 | 100,000 | 100,000 | 32,847 | 33,847 | 99.76% | 99.76% |
06/10/2014 | 3.33% | 0.33 | 0.34 | 100,000 | 100,000 | 100,000 | 100,000 | 30,075 | 31,075 | 99.73% | 99.73% |
03/10/2014 | 3.51% | 0.24 | 0.25 | 100,000 | 100,000 | 100,000 | 100,000 | 28,231 | 29,231 | 99.03% | 99.03% |
01/10/2014 | 2.61% | 0.36 | 0.37 | 100,000 | 100,000 | 100,000 | 100,000 | 37,946 | 38,946 | 99.09% | 99.09% |
30/09/2014 | 2.31% | 0.43 | 0.44 | 100,000 | 100,000 | 100,000 | 100,000 | 42,950 | 43,950 | 99.51% | 99.51% |