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 | 5.34% | 0.18 | 0.19 | 300,000 | 300,000 | 300,000 | 300,000 | 54,713 | 57,713 | 100.00% | 100.00% |
18/09/2014 | 6.46% | 0.16 | 0.17 | 300,000 | 300,000 | 300,000 | 300,000 | 45,519 | 48,519 | 100.00% | 100.00% |
17/09/2014 | 11.38% | 0.11 | 0.12 | 300,000 | 300,000 | 300,000 | 300,000 | 25,461 | 28,468 | 99.07% | 99.07% |
16/09/2014 | 22.19% | 0.05 | 0.06 | 300,000 | 300,000 | 300,000 | 300,000 | 12,250 | 15,253 | 99.96% | 99.96% |
15/09/2014 | 23.90% | 0.04 | 0.05 | 300,000 | 300,000 | 300,000 | 300,000 | 11,327 | 14,330 | 100.00% | 100.00% |
12/09/2014 | 34.73% | 0.02 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 7,398 | 10,398 | 100.00% | 100.00% |
11/09/2014 | 35.21% | 0.04 | 0.05 | 300,000 | 300,000 | 300,000 | 300,000 | 7,719 | 10,722 | 100.00% | 100.00% |
10/09/2014 | 66.67% | 0.01 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 3,000 | 6,000 | 100.00% | 100.00% |
09/09/2014 | 66.67% | 0.01 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 3,000 | 6,000 | 100.00% | 100.00% |