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 | - | - |
09/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
08/10/2014 | - | 0.05 | 0.06 | 300,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
07/10/2014 | 4.13% | 0.17 | 0.18 | 300,000 | 300,000 | 299,523 | 299,223 | 74,043 | 76,976 | 99.17% | 99.52% |
06/10/2014 | 1.98% | 0.49 | 0.50 | 300,000 | 300,000 | 297,967 | 298,615 | 149,072 | 152,379 | 98.63% | 100.00% |
03/10/2014 | 2.81% | 0.41 | 0.42 | 300,000 | 300,000 | 299,291 | 299,311 | 106,275 | 109,279 | 98.64% | 98.89% |
01/10/2014 | 1.45% | 0.62 | 0.63 | 300,000 | 300,000 | 299,513 | 299,295 | 205,547 | 208,385 | 96.80% | 96.88% |
30/09/2014 | 1.52% | 0.72 | 0.73 | 300,000 | 300,000 | 299,930 | 299,959 | 196,477 | 199,498 | 100.00% | 100.00% |
29/09/2014 | 1.70% | 0.59 | 0.60 | 300,000 | 300,000 | 299,901 | 299,656 | 175,030 | 177,878 | 99.35% | 99.66% |
26/09/2014 | 1.70% | 0.60 | 0.61 | 300,000 | 300,000 | 300,000 | 299,978 | 175,521 | 178,508 | 97.98% | 97.98% |