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 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 84.15% |
18/09/2014 | 40.00% | 0.02 | 0.02 | 1,000,000 | 1,000,000 | 999,979 | 1,000,000 | 20,000 | 30,000 | 89.19% | 100.00% |
17/09/2014 | 40.00% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 999,986 | 1,000,000 | 20,000 | 30,000 | 99.48% | 99.48% |
16/09/2014 | 40.00% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 20,000 | 30,000 | 99.94% | 99.94% |
15/09/2014 | 38.16% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 21,613 | 31,613 | 100.00% | 100.00% |
12/09/2014 | 24.36% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 36,640 | 46,640 | 99.65% | 99.65% |
11/09/2014 | 23.00% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 39,527 | 49,527 | 100.00% | 100.00% |
10/09/2014 | 15.75% | 0.05 | 0.06 | 1,000,000 | 1,000,000 | 999,964 | 1,000,000 | 58,796 | 68,798 | 100.00% | 100.00% |
09/09/2014 | 14.59% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 999,963 | 63,885 | 73,882 | 100.00% | 100.00% |