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 | - | - |
04/09/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
03/09/2014 | - | 0.02 | 0.03 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
02/09/2014 | 6.94% | 0.10 | 0.11 | 500,000 | 500,000 | 499,936 | 500,000 | 70,356 | 75,365 | 99.81% | 99.81% |
01/09/2014 | 4.89% | 0.17 | 0.18 | 500,000 | 500,000 | 499,957 | 499,760 | 101,525 | 106,479 | 100.00% | 100.00% |
29/08/2014 | 2.71% | 0.36 | 0.37 | 500,000 | 500,000 | 500,000 | 499,981 | 182,745 | 187,738 | 99.01% | 99.01% |
28/08/2014 | 2.45% | 0.40 | 0.41 | 500,000 | 500,000 | 500,000 | 500,000 | 202,710 | 207,710 | 99.49% | 99.49% |
27/08/2014 | 3.07% | 0.32 | 0.33 | 500,000 | 500,000 | 500,000 | 500,000 | 160,783 | 165,783 | 99.92% | 99.92% |
26/08/2014 | 2.52% | 0.30 | 0.31 | 500,000 | 500,000 | 500,000 | 500,000 | 198,126 | 203,126 | 99.17% | 99.17% |
25/08/2014 | 2.10% | 0.44 | 0.45 | 500,000 | 500,000 | 500,000 | 500,000 | 235,935 | 240,935 | 99.84% | 99.84% |