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 | 2.53% | 0.38 | 0.39 | 200,000 | 200,000 | 200,000 | 200,000 | 78,015 | 80,015 | 96.48% | 96.48% |
18/09/2014 | 2.75% | 0.39 | 0.40 | 200,000 | 200,000 | 200,000 | 200,000 | 71,863 | 73,863 | 98.97% | 98.97% |
17/09/2014 | 2.83% | 0.34 | 0.35 | 200,000 | 200,000 | 200,000 | 200,000 | 69,618 | 71,618 | 99.24% | 99.24% |
16/09/2014 | 3.01% | 0.30 | 0.31 | 250,000 | 250,000 | 211,838 | 211,838 | 69,304 | 71,422 | 98.45% | 98.45% |
15/09/2014 | 3.05% | 0.37 | 0.38 | 200,000 | 200,000 | 236,475 | 236,475 | 76,679 | 79,043 | 87.91% | 87.91% |
12/09/2014 | 3.43% | 0.28 | 0.29 | 250,000 | 250,000 | 250,000 | 250,000 | 71,662 | 74,162 | 82.78% | 82.78% |
11/09/2014 | 3.56% | 0.27 | 0.28 | 250,000 | 250,000 | 250,000 | 250,000 | 69,081 | 71,581 | 80.60% | 80.60% |
10/09/2014 | 4.05% | 0.25 | 0.26 | 250,000 | 250,000 | 250,000 | 250,000 | 60,738 | 63,238 | 92.88% | 92.88% |
09/09/2014 | 3.40% | 0.24 | 0.25 | 250,000 | 250,000 | 250,000 | 250,000 | 72,670 | 75,170 | 90.41% | 90.41% |