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 | - | - |
03/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
31/10/2014 | - | 0.04 | 0.05 | 300,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/10/2014 | 3.16% | 0.22 | 0.23 | 300,000 | 300,000 | 300,000 | 299,973 | 97,709 | 100,704 | 100.00% | 100.00% |
29/10/2014 | 2.99% | 0.35 | 0.36 | 300,000 | 300,000 | 299,993 | 299,991 | 98,880 | 101,880 | 100.00% | 100.00% |
28/10/2014 | 2.54% | 0.40 | 0.41 | 300,000 | 300,000 | 299,993 | 299,986 | 116,968 | 119,965 | 98.63% | 98.63% |
27/10/2014 | 1.62% | 0.62 | 0.63 | 300,000 | 300,000 | 299,975 | 299,974 | 184,674 | 187,673 | 99.58% | 99.58% |
23/10/2014 | 1.51% | 0.58 | 0.59 | 300,000 | 300,000 | 299,893 | 299,890 | 197,800 | 200,796 | 100.00% | 100.00% |
22/10/2014 | 1.30% | 0.67 | 0.68 | 300,000 | 300,000 | 299,969 | 299,967 | 231,358 | 234,356 | 99.77% | 99.77% |
21/10/2014 | 1.03% | 0.90 | 0.91 | 300,000 | 300,000 | 299,957 | 299,955 | 289,818 | 292,816 | 99.60% | 99.60% |