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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/10/2014 | 7.85% | 0.05 | 0.06 | 300,000 | 300,000 | 299,177 | 299,256 | 42,377 | 45,331 | 97.60% | 97.60% |
20/10/2014 | 2.65% | 0.30 | 0.31 | 300,000 | 300,000 | 299,265 | 299,292 | 113,361 | 116,371 | 98.50% | 98.64% |
17/10/2014 | 2.02% | 0.33 | 0.34 | 300,000 | 300,000 | 299,655 | 299,514 | 149,662 | 152,570 | 93.07% | 93.07% |
16/10/2014 | 1.28% | 0.82 | 0.83 | 300,000 | 300,000 | 298,972 | 299,082 | 238,924 | 242,077 | 61.92% | 62.00% |
15/10/2014 | 2.89% | 0.52 | 0.53 | 300,000 | 300,000 | 299,918 | 299,908 | 110,059 | 113,054 | 91.55% | 91.63% |
14/10/2014 | 3.50% | 0.19 | 0.20 | 300,000 | 300,000 | 299,901 | 299,901 | 86,970 | 89,967 | 100.00% | 100.00% |