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 | 0.59% | 3.40 | 3.42 | 200,000 | 200,000 | 200,000 | 200,000 | 680,053 | 684,053 | 100.00% | 100.00% |
18/09/2014 | 0.61% | 3.28 | 3.30 | 200,000 | 200,000 | 200,000 | 200,000 | 648,698 | 652,679 | 97.42% | 97.42% |
17/09/2014 | 0.32% | 3.15 | 3.16 | 200,000 | 200,000 | 200,000 | 200,000 | 627,011 | 629,011 | 98.69% | 98.69% |
16/09/2014 | 0.34% | 2.95 | 2.96 | 200,000 | 200,000 | 200,000 | 200,000 | 591,107 | 593,107 | 97.61% | 97.61% |
15/09/2014 | 0.32% | 2.99 | 3.00 | 200,000 | 200,000 | 200,000 | 200,000 | 622,626 | 624,626 | 98.19% | 98.19% |
12/09/2014 | 0.31% | 3.19 | 3.20 | 200,000 | 200,000 | 200,000 | 200,000 | 647,542 | 649,542 | 97.33% | 97.33% |
11/09/2014 | 0.31% | 3.19 | 3.20 | 200,000 | 200,000 | 200,000 | 200,000 | 644,123 | 646,123 | 95.37% | 95.37% |
10/09/2014 | 0.32% | 3.17 | 3.18 | 200,000 | 200,000 | 200,000 | 200,000 | 625,880 | 627,880 | 97.14% | 97.14% |
09/09/2014 | 0.31% | 3.23 | 3.24 | 200,000 | 200,000 | 200,000 | 200,000 | 652,185 | 654,185 | 97.02% | 97.02% |