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 | 3.78% | 0.04 | 0.08 | 750,000 | 750,000 | 749,988 | 749,989 | 218,861 | 226,394 | 91.32% | 91.32% |
30/07/2014 | 1.49% | 0.54 | 0.55 | 750,000 | 750,000 | 750,000 | 750,000 | 502,242 | 509,742 | 93.62% | 93.62% |
29/07/2014 | 1.58% | 0.66 | 0.67 | 750,000 | 750,000 | 749,999 | 750,000 | 478,834 | 486,335 | 98.94% | 98.94% |
28/07/2014 | 1.67% | 0.53 | 0.54 | 750,000 | 750,000 | 749,999 | 749,998 | 450,424 | 457,924 | 96.89% | 96.89% |
25/07/2014 | 1.10% | 0.69 | 0.70 | 750,000 | 750,000 | 750,000 | 750,000 | 677,918 | 685,418 | 96.70% | 96.70% |
24/07/2014 | 1.03% | 0.95 | 0.96 | 750,000 | 750,000 | 750,000 | 750,000 | 728,845 | 736,345 | 94.16% | 94.16% |
23/07/2014 | 1.03% | 0.93 | 0.94 | 750,000 | 750,000 | 750,000 | 750,000 | 725,945 | 733,445 | 99.75% | 99.75% |