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 | - | - |
28/08/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/08/2014 | - | 0.11 | 0.13 | 40,000 | 40,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/08/2014 | 7.16% | 0.11 | 0.12 | 200,000 | 200,000 | 200,000 | 200,000 | 27,086 | 29,086 | 98.62% | 98.62% |
25/08/2014 | 5.39% | 0.16 | 0.17 | 200,000 | 200,000 | 200,000 | 200,000 | 36,221 | 38,221 | 99.48% | 99.48% |
22/08/2014 | 4.85% | 0.21 | 0.22 | 200,000 | 200,000 | 200,000 | 200,000 | 40,397 | 42,397 | 100.00% | 100.00% |
21/08/2014 | 4.01% | 0.21 | 0.22 | 200,000 | 200,000 | 200,000 | 200,000 | 49,101 | 51,101 | 99.51% | 99.51% |
20/08/2014 | 3.83% | 0.24 | 0.25 | 200,000 | 200,000 | 200,000 | 200,000 | 51,290 | 53,290 | 99.80% | 99.80% |
19/08/2014 | 4.00% | 0.24 | 0.25 | 200,000 | 200,000 | 200,000 | 200,000 | 49,076 | 51,076 | 99.81% | 99.81% |
18/08/2014 | 3.45% | 0.27 | 0.28 | 200,000 | 200,000 | 200,000 | 200,000 | 57,112 | 59,112 | 100.00% | 100.00% |