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 | - | - |
19/09/2014 | 4.20% | 0.44 | 0.46 | 100,000 | 100,000 | 100,000 | 100,000 | 46,687 | 48,687 | 100.00% | 100.00% |
18/09/2014 | 4.47% | 0.45 | 0.47 | 100,000 | 100,000 | 100,000 | 100,000 | 43,872 | 45,872 | 100.00% | 100.00% |
17/09/2014 | 5.35% | 0.37 | 0.39 | 100,000 | 100,000 | 100,000 | 100,000 | 36,384 | 38,384 | 99.08% | 99.08% |
16/09/2014 | 5.85% | 0.33 | 0.35 | 100,000 | 100,000 | 100,000 | 100,000 | 33,225 | 35,225 | 100.00% | 100.00% |
15/09/2014 | 5.72% | 0.35 | 0.37 | 100,000 | 100,000 | 100,000 | 100,000 | 34,024 | 36,024 | 100.00% | 100.00% |
12/09/2014 | 5.96% | 0.31 | 0.33 | 100,000 | 100,000 | 100,000 | 100,000 | 32,602 | 34,602 | 100.00% | 100.00% |
11/09/2014 | 6.87% | 0.30 | 0.32 | 100,000 | 100,000 | 100,000 | 100,000 | 28,608 | 30,608 | 100.00% | 100.00% |
10/09/2014 | 9.33% | 0.22 | 0.24 | 100,000 | 100,000 | 100,000 | 100,000 | 20,502 | 22,502 | 100.00% | 100.00% |
09/09/2014 | 8.32% | 0.23 | 0.25 | 100,000 | 100,000 | 100,000 | 100,000 | 23,110 | 25,110 | 100.00% | 100.00% |