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 | - | - |
18/09/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/09/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16/09/2014 | 15.77% | 0.05 | 0.07 | 50,000 | 50,000 | 50,000 | 50,000 | 3,326 | 3,886 | 95.97% | 100.00% |
15/09/2014 | 16.88% | 0.08 | 0.09 | 50,000 | 50,000 | 50,000 | 50,000 | 3,939 | 4,652 | 100.00% | 100.00% |
12/09/2014 | 12.49% | 0.07 | 0.09 | 50,000 | 50,000 | 50,000 | 50,000 | 3,976 | 4,504 | 100.00% | 100.00% |
11/09/2014 | 13.05% | 0.08 | 0.09 | 50,000 | 50,000 | 50,000 | 50,000 | 4,206 | 4,785 | 100.00% | 100.00% |
10/09/2014 | 10.67% | 0.10 | 0.11 | 50,000 | 50,000 | 50,000 | 50,000 | 4,947 | 5,502 | 100.00% | 100.00% |
09/09/2014 | 10.68% | 0.11 | 0.12 | 50,000 | 50,000 | 50,000 | 50,000 | 5,510 | 6,133 | 100.00% | 100.00% |
08/09/2014 | 8.92% | 0.12 | 0.13 | 50,000 | 50,000 | 50,000 | 50,000 | 5,935 | 6,487 | 99.98% | 100.00% |