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 | - | - |
04/09/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
03/09/2014 | 13.58% | 0.02 | 0.03 | 1 | 1 | 298,545 | 299,215 | 24,537 | 27,571 | 14.99% | 15.08% |
02/09/2014 | 4.41% | 0.22 | 0.23 | 300,000 | 300,000 | 299,459 | 299,533 | 66,685 | 69,698 | 95.83% | 96.17% |
01/09/2014 | 3.35% | 0.26 | 0.27 | 300,000 | 295,000 | 299,412 | 299,302 | 88,659 | 91,623 | 99.21% | 99.44% |
29/08/2014 | 2.08% | 0.47 | 0.48 | 300,000 | 300,000 | 299,730 | 299,689 | 142,864 | 145,847 | 97.82% | 98.31% |
28/08/2014 | 1.91% | 0.51 | 0.52 | 300,000 | 300,000 | 299,470 | 299,368 | 155,780 | 158,718 | 98.07% | 98.44% |
27/08/2014 | 2.33% | 0.42 | 0.43 | 300,000 | 298,000 | 299,691 | 299,708 | 127,397 | 130,406 | 99.08% | 99.46% |
26/08/2014 | 1.97% | 0.41 | 0.42 | 300,000 | 300,000 | 299,951 | 299,865 | 152,094 | 155,050 | 84.18% | 84.49% |
25/08/2014 | 1.70% | 0.55 | 0.56 | 300,000 | 300,000 | 299,707 | 299,675 | 174,497 | 177,479 | 96.35% | 96.59% |