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 | - | - |
28/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/10/2014 | 9.75% | 0.33 | 0.34 | 300,000 | 300,000 | 143,944 | 143,944 | 46,667 | 50,442 | 95.10% | 95.10% |
22/10/2014 | 9.47% | 0.35 | 0.36 | 300,000 | 300,000 | 143,748 | 143,748 | 48,343 | 52,124 | 97.55% | 97.55% |
21/10/2014 | 12.27% | 0.28 | 0.29 | 300,000 | 300,000 | 143,279 | 143,279 | 37,094 | 40,878 | 97.00% | 97.00% |
20/10/2014 | 13.88% | 0.22 | 0.23 | 300,000 | 300,000 | 143,457 | 143,457 | 31,841 | 35,624 | 98.02% | 98.02% |
17/10/2014 | 12.94% | 0.25 | 0.26 | 300,000 | 300,000 | 144,757 | 144,756 | 35,079 | 38,855 | 94.62% | 94.62% |
16/10/2014 | 18.09% | 0.20 | 0.21 | 300,000 | 300,000 | 144,335 | 144,335 | 25,818 | 29,596 | 92.55% | 92.55% |
15/10/2014 | 12.23% | 0.23 | 0.24 | 300,000 | 300,000 | 141,871 | 141,874 | 34,608 | 38,392 | 97.52% | 97.52% |