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 | - | - |
05/08/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
04/08/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
31/07/2014 | 3.70% | 0.05 | 0.08 | 750,000 | 750,000 | 749,993 | 749,943 | 224,418 | 231,943 | 91.31% | 91.32% |
30/07/2014 | 1.45% | 0.56 | 0.57 | 750,000 | 750,000 | 750,000 | 750,000 | 516,726 | 524,226 | 93.62% | 93.62% |
29/07/2014 | 1.53% | 0.67 | 0.68 | 750,000 | 750,000 | 749,998 | 749,998 | 493,225 | 500,725 | 98.94% | 98.94% |
28/07/2014 | 1.62% | 0.55 | 0.56 | 750,000 | 750,000 | 750,000 | 750,000 | 464,618 | 472,118 | 96.89% | 96.89% |
25/07/2014 | 1.08% | 0.71 | 0.72 | 750,000 | 750,000 | 750,000 | 750,000 | 693,649 | 701,149 | 96.69% | 96.69% |
24/07/2014 | 1.01% | 0.98 | 0.99 | 750,000 | 750,000 | 750,000 | 750,000 | 739,802 | 747,302 | 94.23% | 94.23% |
23/07/2014 | 1.02% | 0.94 | 0.95 | 750,000 | 750,000 | 750,000 | 750,000 | 730,697 | 738,197 | 99.75% | 99.75% |