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 | 16.88% | 0.03 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 5,729 | 6,729 | 10.37% | 10.37% |
22/10/2014 | 21.24% | 0.04 | 0.05 | 100,000 | 100,000 | 100,000 | 100,000 | 4,310 | 5,310 | 99.73% | 99.73% |
21/10/2014 | 13.03% | 0.08 | 0.09 | 100,000 | 100,000 | 100,000 | 100,000 | 7,318 | 8,318 | 100.00% | 100.00% |
20/10/2014 | 7.52% | 0.12 | 0.13 | 100,000 | 100,000 | 100,000 | 100,000 | 12,868 | 13,868 | 100.00% | 100.00% |
17/10/2014 | 5.08% | 0.16 | 0.17 | 100,000 | 100,000 | 100,000 | 100,000 | 19,370 | 20,370 | 100.00% | 100.00% |
16/10/2014 | 3.36% | 0.26 | 0.27 | 100,000 | 100,000 | 100,000 | 100,000 | 29,474 | 30,474 | 99.95% | 99.95% |