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 | - | 0.03 | 0.04 | 300,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/10/2014 | 5.04% | 0.11 | 0.12 | 300,000 | 300,000 | 299,596 | 299,366 | 64,812 | 67,786 | 100.00% | 100.00% |
29/10/2014 | 4.49% | 0.24 | 0.25 | 300,000 | 300,000 | 299,628 | 299,664 | 65,385 | 68,395 | 100.00% | 100.00% |
28/10/2014 | 3.52% | 0.29 | 0.30 | 300,000 | 300,000 | 300,000 | 299,988 | 83,836 | 86,833 | 98.63% | 98.63% |
27/10/2014 | 2.00% | 0.50 | 0.51 | 300,000 | 300,000 | 300,000 | 300,000 | 149,921 | 152,921 | 99.58% | 99.58% |
23/10/2014 | 1.78% | 0.48 | 0.49 | 300,000 | 300,000 | 299,978 | 299,890 | 167,678 | 170,631 | 99.92% | 100.00% |
22/10/2014 | 1.49% | 0.57 | 0.58 | 300,000 | 300,000 | 300,000 | 300,000 | 201,333 | 204,333 | 99.77% | 99.77% |
21/10/2014 | 1.15% | 0.80 | 0.81 | 300,000 | 300,000 | 300,000 | 300,000 | 259,858 | 262,858 | 99.60% | 99.60% |