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 | - | - |
25/04/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/04/2014 | 2.99% | 0.22 | 0.23 | 750,000 | 750,000 | 750,000 | 750,000 | 248,771 | 256,271 | 35.32% | 35.32% |
23/04/2014 | 2.41% | 0.47 | 0.48 | 750,000 | 750,000 | 750,000 | 750,000 | 309,094 | 316,594 | 98.60% | 98.60% |
22/04/2014 | 2.02% | 0.38 | 0.39 | 750,000 | 750,000 | 750,000 | 750,000 | 375,395 | 382,895 | 99.89% | 99.89% |
17/04/2014 | 1.00% | 0.84 | 0.85 | 750,000 | 750,000 | 750,000 | 750,000 | 754,075 | 761,575 | 96.85% | 96.85% |
16/04/2014 | 0.85% | 1.10 | 1.11 | 750,000 | 750,000 | 750,000 | 750,000 | 878,774 | 886,274 | 99.67% | 99.67% |
15/04/2014 | 0.89% | 1.37 | 1.38 | 750,000 | 750,000 | 750,000 | 750,000 | 843,282 | 850,782 | 96.58% | 96.58% |
14/04/2014 | 0.87% | 1.05 | 1.06 | 750,000 | 750,000 | 749,999 | 750,000 | 858,504 | 866,005 | 98.77% | 98.77% |
11/04/2014 | 0.93% | 1.02 | 1.03 | 750,000 | 750,000 | 750,000 | 750,000 | 806,573 | 814,073 | 96.17% | 96.17% |