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 | - | 0.30 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.01% |
27/08/2014 | 7.50% | 0.09 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 25,905 | 27,905 | 75.29% | 75.29% |
26/08/2014 | 3.80% | 0.11 | 0.12 | 200,000 | 200,000 | 199,945 | 199,940 | 58,081 | 60,075 | 98.91% | 98.91% |
25/08/2014 | 2.21% | 0.34 | 0.35 | 200,000 | 200,000 | 199,947 | 199,947 | 90,352 | 92,351 | 96.67% | 96.67% |
22/08/2014 | 1.54% | 0.70 | 0.71 | 200,000 | 200,000 | 200,000 | 200,000 | 129,702 | 131,702 | 99.92% | 99.92% |
21/08/2014 | 1.50% | 0.57 | 0.58 | 200,000 | 200,000 | 200,000 | 200,000 | 133,063 | 135,063 | 96.05% | 96.05% |
20/08/2014 | 1.21% | 0.76 | 0.77 | 200,000 | 200,000 | 200,000 | 200,000 | 164,308 | 166,308 | 100.00% | 100.00% |
19/08/2014 | 2.74% | 0.71 | 0.73 | 200,000 | 200,000 | 200,000 | 200,000 | 144,093 | 148,093 | 100.00% | 100.00% |
18/08/2014 | 2.03% | 0.94 | 0.96 | 200,000 | 200,000 | 200,000 | 200,000 | 195,470 | 199,470 | 100.00% | 100.00% |