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 | - | - |
02/06/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/05/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/05/2014 | 5.12% | 0.23 | 0.24 | 100,000 | 100,000 | 61,976 | 61,976 | 12,621 | 13,240 | 99.48% | 99.48% |
27/05/2014 | 3.18% | 0.24 | 0.25 | 100,000 | 100,000 | 48,835 | 48,835 | 14,691 | 15,179 | 98.55% | 98.55% |
26/05/2014 | 2.92% | 0.35 | 0.36 | 25,000 | 25,000 | 25,000 | 25,000 | 8,433 | 8,683 | 98.55% | 98.55% |
23/05/2014 | 2.29% | 0.40 | 0.41 | 100,000 | 100,000 | 62,035 | 62,035 | 26,537 | 27,158 | 99.30% | 99.30% |
22/05/2014 | 2.44% | 0.40 | 0.41 | 100,000 | 100,000 | 62,026 | 62,026 | 24,838 | 25,458 | 98.86% | 98.86% |
21/05/2014 | 1.71% | 0.55 | 0.56 | 100,000 | 100,000 | 62,147 | 62,147 | 35,865 | 36,486 | 98.95% | 98.95% |
20/05/2014 | 1.90% | 0.55 | 0.56 | 100,000 | 100,000 | 61,892 | 61,892 | 32,349 | 32,968 | 99.26% | 99.26% |