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 | - | - |
18/09/2014 | 3.32% | 0.27 | 0.28 | 300,000 | 300,000 | 299,499 | 299,184 | 89,142 | 92,027 | 99.58% | 99.58% |
17/09/2014 | 3.26% | 0.30 | 0.31 | 300,000 | 300,000 | 299,924 | 300,000 | 90,488 | 93,511 | 99.05% | 99.66% |
16/09/2014 | 2.77% | 0.37 | 0.38 | 300,000 | 300,000 | 299,915 | 299,966 | 106,963 | 109,980 | 99.55% | 100.00% |
15/09/2014 | 2.75% | 0.35 | 0.36 | 300,000 | 300,000 | 299,196 | 299,224 | 107,556 | 110,562 | 99.03% | 99.18% |
12/09/2014 | 2.84% | 0.37 | 0.38 | 300,000 | 300,000 | 299,657 | 299,726 | 104,175 | 107,201 | 99.72% | 99.72% |
11/09/2014 | 3.18% | 0.30 | 0.31 | 300,000 | 300,000 | 298,886 | 299,250 | 92,805 | 95,911 | 98.81% | 99.03% |
10/09/2014 | 2.92% | 0.31 | 0.32 | 300,000 | 300,000 | 299,564 | 299,899 | 101,370 | 104,493 | 99.77% | 100.00% |
09/09/2014 | 3.54% | 0.28 | 0.29 | 300,000 | 300,000 | 299,543 | 299,658 | 83,117 | 86,145 | 99.12% | 99.83% |
08/09/2014 | 2.80% | 0.33 | 0.34 | 300,000 | 300,000 | 299,363 | 299,325 | 105,898 | 108,882 | 98.77% | 99.24% |