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 | 0.62% | 1.56 | 1.57 | 300,000 | 300,000 | 300,000 | 300,000 | 482,884 | 485,884 | 100.00% | 100.00% |
17/06/2014 | 0.63% | 1.59 | 1.60 | 300,000 | 300,000 | 300,000 | 300,000 | 475,042 | 478,042 | 98.11% | 98.11% |
16/06/2014 | 0.65% | 1.55 | 1.56 | 300,000 | 300,000 | 300,000 | 300,000 | 460,225 | 463,225 | 100.00% | 100.00% |
13/06/2014 | 0.67% | 1.54 | 1.55 | 300,000 | 300,000 | 300,000 | 300,000 | 448,033 | 451,033 | 99.27% | 99.27% |
12/06/2014 | 0.62% | 1.60 | 1.61 | 300,000 | 300,000 | 300,000 | 300,000 | 484,331 | 487,331 | 99.51% | 99.51% |
11/06/2014 | 0.59% | 1.65 | 1.66 | 300,000 | 300,000 | 300,000 | 300,000 | 511,282 | 514,282 | 100.00% | 100.00% |
10/06/2014 | 0.58% | 1.76 | 1.77 | 300,000 | 300,000 | 300,000 | 300,000 | 515,150 | 518,150 | 97.85% | 97.98% |
06/06/2014 | 0.66% | 1.56 | 1.57 | 300,000 | 300,000 | 299,999 | 300,000 | 454,087 | 457,088 | 99.48% | 99.48% |
05/06/2014 | 0.63% | 1.56 | 1.57 | 300,000 | 300,000 | 300,000 | 300,000 | 474,146 | 477,146 | 98.22% | 98.22% |
04/06/2014 | 0.63% | 1.54 | 1.55 | 300,000 | 300,000 | 300,000 | 300,000 | 475,813 | 478,813 | 98.68% | 98.70% |