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 | - | - |
27/08/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/08/2014 | 5.66% | 0.15 | 0.16 | 300,000 | 300,000 | 300,000 | 300,000 | 51,497 | 54,497 | 46.89% | 46.89% |
25/08/2014 | 5.33% | 0.17 | 0.18 | 300,000 | 300,000 | 300,000 | 300,000 | 54,964 | 57,964 | 99.79% | 99.79% |
22/08/2014 | 5.01% | 0.19 | 0.20 | 300,000 | 300,000 | 300,000 | 300,000 | 58,402 | 61,402 | 99.92% | 99.92% |
21/08/2014 | 4.87% | 0.19 | 0.20 | 300,000 | 300,000 | 300,000 | 300,000 | 60,197 | 63,197 | 98.47% | 98.47% |
20/08/2014 | 4.30% | 0.21 | 0.22 | 300,000 | 300,000 | 300,000 | 300,000 | 68,298 | 71,298 | 99.95% | 99.95% |
19/08/2014 | 3.93% | 0.24 | 0.25 | 300,000 | 300,000 | 300,000 | 300,000 | 74,897 | 77,897 | 99.22% | 99.22% |
18/08/2014 | 3.33% | 0.29 | 0.30 | 300,000 | 300,000 | 300,000 | 300,000 | 88,652 | 91,652 | 100.00% | 100.00% |
15/08/2014 | 3.49% | 0.32 | 0.33 | 300,000 | 300,000 | 300,000 | 300,000 | 84,543 | 87,543 | 98.94% | 98.94% |