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 | - | - |
17/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16/10/2014 | 6.59% | 0.23 | 0.25 | 100,000 | 100,000 | 100,000 | 100,000 | 29,612 | 31,612 | 5.36% | 5.36% |
15/10/2014 | 3.87% | 0.46 | 0.48 | 100,000 | 100,000 | 100,000 | 100,000 | 51,055 | 53,055 | 100.00% | 100.00% |
14/10/2014 | 4.05% | 0.52 | 0.54 | 100,000 | 100,000 | 100,000 | 100,000 | 48,453 | 50,453 | 100.00% | 100.00% |
13/10/2014 | 3.71% | 0.54 | 0.56 | 100,000 | 100,000 | 100,000 | 100,000 | 52,946 | 54,946 | 100.00% | 100.00% |
10/10/2014 | 3.34% | 0.61 | 0.63 | 100,000 | 100,000 | 100,000 | 100,000 | 58,938 | 60,938 | 100.00% | 100.00% |
09/10/2014 | 3.09% | 0.63 | 0.65 | 100,000 | 100,000 | 100,000 | 100,000 | 63,807 | 65,807 | 100.00% | 100.00% |
08/10/2014 | 3.30% | 0.60 | 0.62 | 100,000 | 100,000 | 100,000 | 100,000 | 59,756 | 61,756 | 98.85% | 98.85% |
07/10/2014 | 2.09% | 0.60 | 0.62 | 100,000 | 100,000 | 49,850 | 46,310 | 30,893 | 29,365 | 80.74% | 97.69% |