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 | - | - |
28/08/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/08/2014 | 4.01% | 0.25 | 0.27 | 300,000 | 100,000 | 300,000 | 100,000 | 80,832 | 28,048 | 16.72% | 16.72% |
26/08/2014 | 4.71% | 0.26 | 0.27 | 300,000 | 100,000 | 300,000 | 100,000 | 86,187 | 30,108 | 99.46% | 99.46% |
25/08/2014 | 4.35% | 0.30 | 0.31 | 300,000 | 100,000 | 300,000 | 100,000 | 92,792 | 32,305 | 100.00% | 100.00% |
22/08/2014 | 4.12% | 0.32 | 0.33 | 300,000 | 100,000 | 300,000 | 100,000 | 97,059 | 33,716 | 100.00% | 100.00% |
21/08/2014 | 3.06% | 0.32 | 0.33 | 300,000 | 100,000 | 299,999 | 99,776 | 100,135 | 34,336 | 93.35% | 100.00% |
20/08/2014 | 3.41% | 0.35 | 0.36 | 300,000 | 100,000 | 300,000 | 100,000 | 112,508 | 38,801 | 100.00% | 100.00% |
19/08/2014 | 3.55% | 0.39 | 0.41 | 300,000 | 100,000 | 300,000 | 100,000 | 122,546 | 42,328 | 99.59% | 99.59% |
18/08/2014 | 2.68% | 0.46 | 0.48 | 300,000 | 100,000 | 300,000 | 100,000 | 142,933 | 48,937 | 100.00% | 100.00% |