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 | 7.96% | 0.03 | 0.04 | 500,000 | 500,000 | 499,967 | 499,998 | 65,530 | 70,533 | 96.02% | 96.02% |
30/07/2014 | 3.69% | 0.22 | 0.23 | 500,000 | 500,000 | 500,000 | 500,000 | 133,634 | 138,634 | 97.32% | 97.32% |
29/07/2014 | 3.22% | 0.31 | 0.32 | 500,000 | 500,000 | 500,000 | 499,963 | 154,027 | 159,017 | 99.75% | 99.75% |
28/07/2014 | 3.14% | 0.28 | 0.29 | 500,000 | 500,000 | 500,000 | 500,000 | 157,863 | 162,863 | 99.79% | 99.79% |
25/07/2014 | 2.29% | 0.38 | 0.39 | 500,000 | 500,000 | 500,000 | 500,000 | 216,059 | 221,059 | 99.77% | 99.77% |
24/07/2014 | 1.95% | 0.49 | 0.50 | 500,000 | 500,000 | 500,000 | 500,000 | 254,526 | 259,526 | 99.76% | 99.76% |
23/07/2014 | 2.29% | 0.43 | 0.44 | 500,000 | 500,000 | 500,000 | 500,000 | 215,624 | 220,624 | 100.00% | 100.00% |