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 | - | - |
19/09/2014 | 7.12% | 0.15 | 0.16 | 200,000 | 200,000 | 200,000 | 200,000 | 28,207 | 30,207 | 100.00% | 100.00% |
18/09/2014 | 2.33% | 0.35 | 0.36 | 200,000 | 200,000 | 199,996 | 199,996 | 86,027 | 88,026 | 99.78% | 99.78% |
17/09/2014 | 1.60% | 0.63 | 0.64 | 200,000 | 200,000 | 199,981 | 199,995 | 123,881 | 125,889 | 99.66% | 99.66% |
16/09/2014 | 1.36% | 0.76 | 0.77 | 200,000 | 200,000 | 199,940 | 199,977 | 146,445 | 148,472 | 100.00% | 100.00% |
15/09/2014 | 1.55% | 0.64 | 0.65 | 200,000 | 200,000 | 199,957 | 199,953 | 128,370 | 130,367 | 99.34% | 99.34% |
12/09/2014 | 1.56% | 0.69 | 0.70 | 200,000 | 200,000 | 199,935 | 199,895 | 127,140 | 129,113 | 99.72% | 99.72% |
11/09/2014 | 1.74% | 0.60 | 0.61 | 200,000 | 200,000 | 199,966 | 199,989 | 115,338 | 117,353 | 99.78% | 99.78% |
10/09/2014 | 1.72% | 0.56 | 0.57 | 200,000 | 200,000 | 199,974 | 199,979 | 116,163 | 118,166 | 100.00% | 100.00% |
09/09/2014 | 2.18% | 0.50 | 0.51 | 200,000 | 200,000 | 199,992 | 199,992 | 91,448 | 93,449 | 100.00% | 100.00% |