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 | - | - |
19/09/2014 | 1.82% | 1.09 | 1.11 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,088,790 | 1,108,790 | 84.15% | 84.15% |
18/09/2014 | 1.88% | 1.06 | 1.08 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,056,790 | 1,076,790 | 100.00% | 100.00% |
17/09/2014 | 2.01% | 1.01 | 1.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 984,614 | 1,004,610 | 99.48% | 99.48% |
16/09/2014 | 2.14% | 0.93 | 0.95 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 924,626 | 944,626 | 99.94% | 99.94% |
15/09/2014 | 2.16% | 0.92 | 0.94 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 914,145 | 934,145 | 100.00% | 100.00% |
12/09/2014 | 2.25% | 0.88 | 0.90 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 879,840 | 899,840 | 99.65% | 99.65% |
11/09/2014 | 2.27% | 0.91 | 0.93 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 870,628 | 890,628 | 100.00% | 100.00% |
10/09/2014 | 2.40% | 0.83 | 0.85 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 823,189 | 843,189 | 100.00% | 100.00% |
09/09/2014 | 2.42% | 0.83 | 0.85 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 816,285 | 836,285 | 100.00% | 100.00% |