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 | - | 0.06 | 0.08 | 200,000 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/10/2014 | 8.56% | 0.13 | 0.15 | 200,000 | 200,000 | 200,000 | 199,976 | 51,582 | 55,576 | 99.81% | 99.81% |
20/10/2014 | 4.40% | 0.48 | 0.50 | 200,000 | 200,000 | 199,999 | 200,000 | 91,213 | 95,213 | 99.68% | 99.68% |
17/10/2014 | 4.23% | 0.24 | 0.26 | 200,000 | 200,000 | 200,000 | 199,999 | 95,952 | 99,951 | 99.17% | 99.17% |
16/10/2014 | 1.95% | 0.91 | 0.93 | 200,000 | 200,000 | 200,000 | 200,000 | 208,940 | 212,940 | 98.24% | 98.24% |
15/10/2014 | 4.26% | 0.74 | 0.76 | 200,000 | 200,000 | 199,996 | 200,000 | 102,405 | 106,406 | 99.53% | 99.53% |
14/10/2014 | 5.84% | 0.23 | 0.25 | 200,000 | 200,000 | 200,000 | 199,996 | 69,866 | 73,865 | 100.00% | 100.00% |