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 | - | - |
16/05/2014 | 21.42% | 0.01 | 0.03 | 210,000 | 210,000 | 210,000 | 210,000 | 9,309 | 11,419 | 99.34% | 99.34% |
15/05/2014 | 8.86% | 0.05 | 0.06 | 210,000 | 210,000 | 210,000 | 210,000 | 24,071 | 26,171 | 98.65% | 98.65% |
14/05/2014 | 6.35% | 0.16 | 0.17 | 220,000 | 220,000 | 220,000 | 220,000 | 33,583 | 35,783 | 99.41% | 99.41% |
13/05/2014 | 6.58% | 0.14 | 0.15 | 230,000 | 230,000 | 230,000 | 230,000 | 33,879 | 36,179 | 99.26% | 99.26% |
12/05/2014 | 6.71% | 0.14 | 0.15 | 240,000 | 240,000 | 244,068 | 244,068 | 35,260 | 37,700 | 100.00% | 100.00% |
09/05/2014 | 6.39% | 0.15 | 0.16 | 210,000 | 210,000 | 210,000 | 210,000 | 31,864 | 33,964 | 99.60% | 99.60% |
08/05/2014 | 5.55% | 0.18 | 0.19 | 220,000 | 220,000 | 215,939 | 215,939 | 37,955 | 40,114 | 99.55% | 99.55% |
07/05/2014 | 5.65% | 0.18 | 0.19 | 240,000 | 240,000 | 240,000 | 240,000 | 41,562 | 43,962 | 99.88% | 99.88% |
06/05/2014 | 4.86% | 0.18 | 0.19 | 220,000 | 220,000 | 209,772 | 209,772 | 42,318 | 44,416 | 99.58% | 99.58% |