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 | 5.16% | 0.57 | 0.60 | 40,000 | 40,000 | 40,000 | 40,000 | 22,665 | 23,865 | 92.96% | 92.96% |
19/06/2014 | 5.18% | 0.56 | 0.59 | 40,000 | 40,000 | 40,000 | 40,000 | 22,568 | 23,768 | 98.01% | 98.01% |
18/06/2014 | 5.37% | 0.54 | 0.57 | 40,000 | 40,000 | 40,000 | 40,000 | 21,754 | 22,954 | 98.14% | 98.14% |
17/06/2014 | 5.64% | 0.53 | 0.56 | 40,000 | 40,000 | 40,000 | 40,000 | 20,694 | 21,894 | 96.71% | 96.71% |
16/06/2014 | 6.13% | 0.47 | 0.50 | 40,000 | 40,000 | 40,000 | 40,000 | 19,004 | 20,204 | 98.31% | 98.31% |
13/06/2014 | 4.83% | 0.47 | 0.50 | 40,000 | 40,000 | 49,632 | 49,632 | 20,969 | 22,005 | 96.15% | 96.15% |
12/06/2014 | 5.17% | 0.39 | 0.41 | 50,000 | 50,000 | 50,000 | 50,000 | 19,959 | 21,017 | 99.95% | 100.00% |
11/06/2014 | 5.32% | 0.40 | 0.42 | 50,000 | 50,000 | 50,000 | 50,000 | 19,740 | 20,818 | 97.70% | 97.70% |
10/06/2014 | 5.98% | 0.37 | 0.40 | 50,000 | 50,000 | 50,000 | 50,000 | 17,446 | 18,524 | 95.32% | 95.32% |