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 | 1.70% | 0.57 | 0.58 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 581,753 | 591,753 | 84.17% | 84.17% |
18/09/2014 | 1.73% | 0.57 | 0.58 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 573,196 | 583,196 | 100.00% | 100.00% |
17/09/2014 | 1.72% | 0.59 | 0.60 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 575,306 | 585,306 | 99.49% | 99.49% |
16/09/2014 | 1.89% | 0.52 | 0.53 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 525,520 | 535,520 | 99.95% | 99.95% |
15/09/2014 | 1.96% | 0.53 | 0.54 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 505,323 | 515,323 | 100.00% | 100.00% |
12/09/2014 | 1.91% | 0.51 | 0.52 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 519,861 | 529,861 | 99.48% | 99.64% |
11/09/2014 | 1.84% | 0.54 | 0.55 | 1,000,000 | 1,000,000 | 999,552 | 999,551 | 538,016 | 548,012 | 100.00% | 100.00% |
10/09/2014 | 1.91% | 0.53 | 0.54 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 517,532 | 527,532 | 100.00% | 100.00% |
09/09/2014 | 1.89% | 0.53 | 0.54 | 1,000,000 | 1,000,000 | 999,701 | 999,690 | 524,306 | 534,297 | 100.00% | 100.00% |