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 | - | - |
05/08/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
04/08/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
31/07/2014 | 2.95% | 0.17 | 0.18 | 750,000 | 750,000 | 750,000 | 750,000 | 260,282 | 267,782 | 85.29% | 85.29% |
30/07/2014 | 1.39% | 0.59 | 0.60 | 750,000 | 750,000 | 750,000 | 750,000 | 540,110 | 547,610 | 93.61% | 93.61% |
29/07/2014 | 1.44% | 0.71 | 0.72 | 750,000 | 750,000 | 750,000 | 750,000 | 521,718 | 529,217 | 98.95% | 98.95% |
28/07/2014 | 1.49% | 0.59 | 0.60 | 750,000 | 750,000 | 750,000 | 750,000 | 503,635 | 511,135 | 97.00% | 97.00% |
25/07/2014 | 1.01% | 0.77 | 0.78 | 750,000 | 750,000 | 750,000 | 750,000 | 738,272 | 745,772 | 96.69% | 96.69% |
24/07/2014 | 0.95% | 1.04 | 1.05 | 750,000 | 750,000 | 750,000 | 750,000 | 790,677 | 798,177 | 94.23% | 94.23% |
23/07/2014 | 0.94% | 1.02 | 1.03 | 750,000 | 750,000 | 750,000 | 750,000 | 791,350 | 798,850 | 99.75% | 99.75% |