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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16/09/2014 | 10.84% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 44,088 | 49,088 | 92.38% | 92.38% |
15/09/2014 | 12.98% | 0.08 | 0.09 | 500,000 | 500,000 | 500,000 | 500,000 | 36,121 | 41,121 | 99.65% | 99.65% |
12/09/2014 | 10.49% | 0.08 | 0.09 | 500,000 | 500,000 | 499,238 | 500,000 | 45,202 | 50,271 | 99.64% | 99.64% |
11/09/2014 | 8.08% | 0.11 | 0.12 | 500,000 | 500,000 | 500,000 | 500,000 | 59,450 | 64,450 | 99.81% | 99.81% |
10/09/2014 | 7.05% | 0.13 | 0.14 | 500,000 | 500,000 | 500,000 | 500,000 | 68,523 | 73,523 | 99.82% | 99.82% |
09/09/2014 | 6.59% | 0.14 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 73,496 | 78,496 | 100.00% | 100.00% |
08/09/2014 | 6.43% | 0.15 | 0.16 | 500,000 | 500,000 | 500,000 | 500,000 | 75,551 | 80,551 | 100.00% | 100.00% |