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 | - | - |
02/09/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
01/09/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/08/2014 | 3.17% | 0.43 | 0.45 | 300,000 | 100,000 | 300,000 | 100,000 | 129,726 | 44,637 | 100.00% | 100.00% |
28/08/2014 | 2.88% | 0.45 | 0.46 | 300,000 | 100,000 | 300,000 | 100,000 | 134,598 | 46,176 | 100.00% | 100.00% |
27/08/2014 | 3.15% | 0.43 | 0.44 | 300,000 | 100,000 | 300,000 | 100,000 | 123,077 | 42,339 | 100.00% | 100.00% |
26/08/2014 | 2.98% | 0.43 | 0.44 | 300,000 | 100,000 | 300,000 | 100,000 | 137,187 | 47,108 | 99.46% | 99.46% |
25/08/2014 | 2.84% | 0.47 | 0.48 | 300,000 | 100,000 | 300,000 | 100,000 | 143,770 | 49,305 | 100.00% | 100.00% |
22/08/2014 | 2.72% | 0.49 | 0.50 | 300,000 | 100,000 | 300,000 | 100,000 | 148,059 | 50,716 | 100.00% | 100.00% |
21/08/2014 | 2.34% | 0.49 | 0.50 | 300,000 | 100,000 | 300,000 | 100,000 | 150,567 | 51,379 | 100.00% | 100.00% |