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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/06/2014 | 0.76% | 1.26 | 1.27 | 300,000 | 300,000 | 300,000 | 300,000 | 392,884 | 395,884 | 100.00% | 100.00% |
17/06/2014 | 0.78% | 1.29 | 1.30 | 300,000 | 300,000 | 300,000 | 300,000 | 385,042 | 388,042 | 98.11% | 98.11% |
16/06/2014 | 0.81% | 1.25 | 1.26 | 300,000 | 300,000 | 300,000 | 300,000 | 370,225 | 373,225 | 100.00% | 100.00% |
13/06/2014 | 0.84% | 1.24 | 1.25 | 300,000 | 300,000 | 299,993 | 300,000 | 356,477 | 359,487 | 99.27% | 99.27% |
12/06/2014 | 0.76% | 1.29 | 1.30 | 300,000 | 300,000 | 300,000 | 300,000 | 391,331 | 394,331 | 99.51% | 99.51% |
11/06/2014 | 0.72% | 1.34 | 1.35 | 300,000 | 300,000 | 299,998 | 300,000 | 418,280 | 421,282 | 100.00% | 100.00% |
10/06/2014 | 0.71% | 1.45 | 1.46 | 300,000 | 300,000 | 299,931 | 300,000 | 422,031 | 425,132 | 97.98% | 97.98% |
06/06/2014 | 0.83% | 1.25 | 1.26 | 300,000 | 300,000 | 300,000 | 300,000 | 361,089 | 364,089 | 99.48% | 99.48% |
05/06/2014 | 0.78% | 1.25 | 1.26 | 300,000 | 300,000 | 300,000 | 300,000 | 381,146 | 384,146 | 98.22% | 98.22% |
04/06/2014 | 0.78% | 1.23 | 1.24 | 300,000 | 300,000 | 300,000 | 300,000 | 382,808 | 385,808 | 98.78% | 98.78% |