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 | 32.87% | 0.09 | 0.13 | 100,000 | 100,000 | 100,000 | 100,000 | 10,197 | 14,197 | 100.00% | 100.00% |
18/09/2014 | 28.91% | 0.09 | 0.12 | 100,000 | 100,000 | 103,385 | 103,354 | 9,168 | 12,266 | 99.94% | 99.94% |
17/09/2014 | 29.61% | 0.08 | 0.11 | 150,000 | 150,000 | 150,000 | 150,000 | 12,992 | 17,492 | 100.00% | 100.00% |
16/09/2014 | 40.24% | 0.06 | 0.09 | 150,000 | 150,000 | 150,000 | 150,000 | 9,042 | 13,542 | 100.00% | 100.00% |
15/09/2014 | 27.28% | 0.09 | 0.12 | 150,000 | 150,000 | 150,000 | 150,000 | 14,280 | 18,780 | 100.00% | 100.00% |
12/09/2014 | 27.48% | 0.09 | 0.12 | 150,000 | 150,000 | 150,000 | 150,000 | 14,161 | 18,661 | 2.48% | 2.48% |
11/09/2014 | 19.76% | 0.11 | 0.14 | 150,000 | 150,000 | 150,000 | 150,000 | 20,676 | 25,176 | 97.94% | 97.94% |
10/09/2014 | 17.34% | 0.15 | 0.18 | 150,000 | 150,000 | 150,000 | 150,000 | 23,794 | 28,294 | 100.00% | 100.00% |
09/09/2014 | 17.86% | 0.15 | 0.18 | 150,000 | 150,000 | 150,000 | 150,000 | 23,026 | 27,526 | 100.00% | 100.00% |