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 | - | - |
18/09/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/09/2014 | 5.14% | 0.26 | 0.28 | 300,000 | 100,000 | 300,000 | 100,000 | 82,541 | 28,964 | 29.73% | 29.73% |
16/09/2014 | 3.90% | 0.32 | 0.33 | 300,000 | 100,000 | 300,000 | 100,000 | 91,697 | 31,776 | 99.96% | 99.96% |
15/09/2014 | 4.21% | 0.30 | 0.31 | 300,000 | 100,000 | 300,000 | 100,000 | 97,571 | 33,920 | 100.00% | 100.00% |
12/09/2014 | 4.32% | 0.32 | 0.34 | 300,000 | 100,000 | 300,000 | 100,000 | 93,291 | 32,472 | 100.00% | 100.00% |
11/09/2014 | 4.36% | 0.29 | 0.30 | 300,000 | 100,000 | 300,000 | 100,000 | 87,816 | 30,578 | 100.00% | 100.00% |
10/09/2014 | 3.23% | 0.30 | 0.31 | 300,000 | 100,000 | 299,996 | 99,563 | 94,740 | 32,468 | 83.54% | 100.00% |
09/09/2014 | 4.33% | 0.30 | 0.31 | 300,000 | 100,000 | 300,000 | 100,000 | 93,012 | 32,374 | 95.95% | 95.95% |
08/09/2014 | 3.61% | 0.36 | 0.37 | 300,000 | 100,000 | 300,000 | 100,000 | 112,450 | 38,859 | 99.90% | 99.90% |