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 | - | - |
28/08/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/08/2014 | 12.58% | 0.02 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 41,275 | 46,275 | 63.84% | 63.84% |
26/08/2014 | 6.31% | 0.17 | 0.18 | 500,000 | 500,000 | 500,000 | 500,000 | 77,311 | 82,311 | 99.50% | 99.50% |
25/08/2014 | 6.14% | 0.20 | 0.21 | 500,000 | 500,000 | 500,000 | 500,000 | 80,621 | 85,621 | 99.85% | 99.85% |
22/08/2014 | 3.51% | 0.31 | 0.32 | 500,000 | 500,000 | 500,000 | 500,000 | 140,568 | 145,568 | 99.11% | 99.11% |
21/08/2014 | 2.90% | 0.32 | 0.33 | 500,000 | 500,000 | 500,000 | 500,000 | 170,484 | 175,484 | 99.45% | 99.45% |
20/08/2014 | 3.09% | 0.30 | 0.31 | 500,000 | 500,000 | 500,000 | 500,000 | 160,040 | 165,040 | 98.62% | 98.62% |
19/08/2014 | 2.85% | 0.34 | 0.35 | 500,000 | 500,000 | 500,000 | 500,000 | 173,555 | 178,555 | 97.50% | 97.50% |
18/08/2014 | 2.74% | 0.39 | 0.40 | 500,000 | 500,000 | 500,000 | 500,000 | 180,279 | 185,279 | 99.73% | 99.73% |