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 | 16.98% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 999,416 | 1,000,000 | 54,621 | 64,656 | 99.72% | 99.72% |
19/06/2014 | 10.24% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 92,963 | 102,963 | 100.00% | 100.00% |
18/06/2014 | 10.84% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 88,492 | 98,492 | 99.49% | 99.49% |
17/06/2014 | 8.72% | 0.11 | 0.12 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 110,014 | 120,014 | 100.00% | 100.00% |
16/06/2014 | 8.19% | 0.11 | 0.12 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 117,246 | 127,246 | 99.90% | 99.90% |
13/06/2014 | 7.80% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 999,795 | 1,000,000 | 125,406 | 135,433 | 100.00% | 100.00% |
12/06/2014 | 10.97% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 999,543 | 1,000,000 | 86,428 | 96,469 | 100.00% | 100.00% |
11/06/2014 | 14.81% | 0.07 | 0.08 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 63,506 | 73,506 | 99.62% | 99.62% |
10/06/2014 | 14.11% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 999,534 | 66,329 | 76,296 | 100.00% | 100.00% |