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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/10/2014 | - | 0.07 | 0.08 | 300,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/10/2014 | 4.07% | 0.18 | 0.19 | 300,000 | 300,000 | 299,841 | 299,716 | 75,366 | 78,333 | 99.60% | 99.60% |
20/10/2014 | 2.07% | 0.40 | 0.41 | 300,000 | 300,000 | 299,667 | 299,590 | 144,860 | 147,816 | 99.01% | 99.01% |
17/10/2014 | 1.62% | 0.45 | 0.46 | 300,000 | 300,000 | 299,533 | 299,452 | 185,688 | 188,617 | 93.07% | 93.07% |
16/10/2014 | 1.05% | 0.94 | 0.95 | 300,000 | 300,000 | 299,212 | 299,163 | 289,269 | 292,201 | 88.35% | 88.36% |
15/10/2014 | 2.20% | 0.64 | 0.65 | 300,000 | 300,000 | 299,651 | 299,710 | 141,471 | 144,512 | 91.63% | 91.63% |
14/10/2014 | 2.59% | 0.30 | 0.31 | 300,000 | 300,000 | 299,744 | 299,733 | 116,197 | 119,191 | 100.00% | 100.00% |
13/10/2014 | 3.52% | 0.28 | 0.29 | 300,000 | 300,000 | 299,826 | 299,810 | 85,718 | 88,704 | 99.84% | 100.00% |