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 | - | - |
14/08/2014 | 0.83% | 1.14 | 1.15 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,196,500 | 1,206,500 | 100.00% | 100.00% |
13/08/2014 | 0.78% | 1.25 | 1.26 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,269,820 | 1,279,820 | 100.00% | 100.00% |
12/08/2014 | 0.75% | 1.35 | 1.36 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,329,160 | 1,339,160 | 99.81% | 99.81% |
11/08/2014 | 0.75% | 1.35 | 1.36 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,324,740 | 1,334,740 | 100.00% | 100.00% |
08/08/2014 | 0.64% | 1.46 | 1.47 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,556,480 | 1,566,480 | 100.00% | 100.00% |
07/08/2014 | 0.73% | 1.41 | 1.42 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,360,470 | 1,370,470 | 100.00% | 100.00% |
06/08/2014 | 0.67% | 1.43 | 1.44 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,485,740 | 1,495,740 | 99.87% | 99.87% |
05/08/2014 | 0.78% | 1.30 | 1.31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,271,710 | 1,281,710 | 100.00% | 100.00% |
04/08/2014 | 0.75% | 1.41 | 1.42 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,325,640 | 1,335,640 | 99.98% | 99.98% |