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 | 3.90% | 0.05 | 0.08 | 750,000 | 750,000 | 749,994 | 749,985 | 209,452 | 216,962 | 91.03% | 91.03% |
30/07/2014 | 1.50% | 0.54 | 0.55 | 750,000 | 750,000 | 750,000 | 749,997 | 499,218 | 506,715 | 93.62% | 93.62% |
29/07/2014 | 1.56% | 0.65 | 0.66 | 750,000 | 750,000 | 750,000 | 749,999 | 484,095 | 491,595 | 98.94% | 98.94% |
28/07/2014 | 1.64% | 0.54 | 0.55 | 750,000 | 750,000 | 750,000 | 750,000 | 458,437 | 465,937 | 97.06% | 97.06% |
25/07/2014 | 1.08% | 0.71 | 0.72 | 750,000 | 750,000 | 750,000 | 750,000 | 690,259 | 697,758 | 96.67% | 96.67% |
24/07/2014 | 1.01% | 0.97 | 0.98 | 750,000 | 750,000 | 750,000 | 750,000 | 742,609 | 750,109 | 94.18% | 94.18% |
23/07/2014 | 1.01% | 0.95 | 0.96 | 750,000 | 750,000 | 750,000 | 750,000 | 741,502 | 749,003 | 99.74% | 99.74% |