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 | 4.80% | 0.17 | 0.18 | 500,000 | 500,000 | 500,000 | 500,000 | 102,384 | 107,384 | 50.65% | 50.65% |
26/08/2014 | 3.79% | 0.17 | 0.18 | 500,000 | 500,000 | 500,000 | 500,000 | 132,442 | 137,442 | 99.28% | 99.28% |
25/08/2014 | 2.88% | 0.31 | 0.32 | 500,000 | 500,000 | 500,000 | 500,000 | 171,744 | 176,744 | 99.83% | 99.83% |
22/08/2014 | 2.19% | 0.45 | 0.46 | 500,000 | 500,000 | 500,000 | 500,000 | 225,710 | 230,710 | 99.10% | 99.10% |
21/08/2014 | 2.35% | 0.41 | 0.42 | 500,000 | 500,000 | 500,000 | 500,000 | 210,646 | 215,646 | 99.45% | 99.45% |
20/08/2014 | 1.89% | 0.50 | 0.51 | 500,000 | 500,000 | 500,000 | 500,000 | 261,993 | 266,993 | 98.63% | 98.63% |
19/08/2014 | 1.76% | 0.52 | 0.53 | 500,000 | 500,000 | 500,000 | 500,000 | 281,583 | 286,583 | 97.50% | 97.50% |
18/08/2014 | 1.48% | 0.66 | 0.67 | 500,000 | 500,000 | 500,000 | 500,000 | 334,628 | 339,628 | 99.84% | 99.84% |