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 | - | - |
28/05/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/05/2014 | - | 0.03 | 0.04 | 750,000 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/05/2014 | 6.08% | 0.14 | 0.15 | 750,000 | 750,000 | 749,933 | 749,993 | 121,102 | 128,610 | 99.64% | 99.64% |
23/05/2014 | 2.22% | 0.38 | 0.39 | 750,000 | 750,000 | 750,000 | 749,997 | 335,211 | 342,710 | 98.38% | 98.38% |
22/05/2014 | 1.92% | 0.49 | 0.50 | 750,000 | 750,000 | 750,000 | 749,994 | 386,518 | 394,016 | 98.14% | 98.14% |
21/05/2014 | 1.57% | 0.55 | 0.56 | 750,000 | 750,000 | 750,000 | 749,998 | 475,937 | 483,435 | 97.24% | 97.24% |
20/05/2014 | 1.49% | 0.66 | 0.67 | 750,000 | 750,000 | 750,000 | 750,000 | 500,100 | 507,600 | 99.70% | 99.70% |
19/05/2014 | 1.34% | 0.58 | 0.59 | 750,000 | 750,000 | 750,000 | 750,000 | 562,712 | 570,212 | 97.41% | 97.41% |
16/05/2014 | 1.44% | 0.71 | 0.72 | 750,000 | 750,000 | 750,000 | 750,000 | 519,542 | 527,042 | 98.31% | 98.31% |