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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/08/2014 | 19.44% | 0.02 | 0.03 | 200,000 | 200,000 | 199,841 | 200,000 | 9,746 | 11,754 | 86.32% | 86.32% |
25/08/2014 | 13.04% | 0.06 | 0.07 | 200,000 | 200,000 | 200,000 | 199,915 | 14,540 | 16,534 | 99.77% | 99.77% |
22/08/2014 | 12.09% | 0.08 | 0.09 | 200,000 | 200,000 | 200,000 | 200,000 | 15,730 | 17,730 | 100.00% | 100.00% |
21/08/2014 | 11.81% | 0.06 | 0.07 | 200,000 | 200,000 | 200,000 | 200,000 | 16,381 | 18,381 | 98.75% | 98.75% |
20/08/2014 | 8.89% | 0.11 | 0.12 | 200,000 | 200,000 | 200,000 | 200,000 | 21,589 | 23,589 | 99.73% | 99.73% |
19/08/2014 | 9.10% | 0.10 | 0.11 | 200,000 | 200,000 | 200,000 | 200,000 | 21,045 | 23,045 | 99.35% | 99.35% |
18/08/2014 | 7.80% | 0.12 | 0.13 | 200,000 | 200,000 | 200,000 | 200,000 | 24,709 | 26,709 | 99.97% | 99.97% |