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 | 0.67% | 1.51 | 1.52 | 300,000 | 300,000 | 300,000 | 300,000 | 446,693 | 449,693 | 99.78% | 99.78% |
17/09/2014 | 0.67% | 1.49 | 1.50 | 300,000 | 300,000 | 300,000 | 300,000 | 445,942 | 448,942 | 99.35% | 99.66% |
16/09/2014 | 0.70% | 1.42 | 1.43 | 300,000 | 300,000 | 300,000 | 300,000 | 429,377 | 432,377 | 100.00% | 100.00% |
15/09/2014 | 0.70% | 1.44 | 1.45 | 300,000 | 300,000 | 300,000 | 300,000 | 428,226 | 431,226 | 99.18% | 99.34% |
12/09/2014 | 0.69% | 1.41 | 1.42 | 300,000 | 300,000 | 300,000 | 300,000 | 431,545 | 434,545 | 99.72% | 99.72% |
11/09/2014 | 0.68% | 1.49 | 1.50 | 300,000 | 300,000 | 300,000 | 300,000 | 442,110 | 445,110 | 99.48% | 99.64% |
10/09/2014 | 0.69% | 1.47 | 1.48 | 300,000 | 300,000 | 300,000 | 300,000 | 433,774 | 436,774 | 99.22% | 99.93% |
09/09/2014 | 0.66% | 1.51 | 1.52 | 300,000 | 300,000 | 300,000 | 300,000 | 454,351 | 457,351 | 99.84% | 100.00% |
08/09/2014 | 0.69% | 1.47 | 1.48 | 300,000 | 300,000 | 300,000 | 300,000 | 432,212 | 435,212 | 100.00% | 100.00% |