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 | - | - |
23/10/2014 | - | 0.02 | 0.03 | 200,000 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/10/2014 | 7.82% | 0.12 | 0.13 | 200,000 | 200,000 | 200,000 | 200,000 | 24,797 | 26,797 | 99.59% | 99.59% |
21/10/2014 | 5.72% | 0.16 | 0.17 | 200,000 | 200,000 | 200,000 | 200,000 | 34,015 | 36,015 | 100.00% | 100.00% |
20/10/2014 | 4.94% | 0.20 | 0.21 | 200,000 | 200,000 | 200,000 | 200,000 | 39,478 | 41,478 | 100.00% | 100.00% |
17/10/2014 | 5.12% | 0.18 | 0.19 | 200,000 | 200,000 | 200,000 | 200,000 | 38,416 | 40,416 | 99.09% | 99.09% |
16/10/2014 | 3.73% | 0.26 | 0.27 | 200,000 | 200,000 | 200,000 | 200,000 | 52,727 | 54,727 | 98.73% | 98.73% |
15/10/2014 | 4.54% | 0.24 | 0.25 | 200,000 | 200,000 | 200,000 | 200,000 | 43,257 | 45,257 | 99.42% | 99.42% |
14/10/2014 | 4.77% | 0.20 | 0.21 | 200,000 | 200,000 | 200,000 | 200,000 | 41,010 | 43,010 | 100.00% | 100.00% |
13/10/2014 | 4.87% | 0.21 | 0.22 | 200,000 | 200,000 | 200,000 | 200,000 | 40,120 | 42,120 | 100.00% | 100.00% |