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 | - | - |
27/08/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/08/2014 | 6.34% | 0.04 | 0.05 | 750,000 | 750,000 | 749,825 | 749,963 | 120,553 | 128,070 | 45.12% | 45.12% |
25/08/2014 | 4.13% | 0.13 | 0.14 | 750,000 | 748,900 | 749,995 | 749,990 | 182,426 | 189,925 | 93.84% | 93.84% |
22/08/2014 | 2.33% | 0.48 | 0.49 | 750,000 | 750,000 | 749,999 | 749,998 | 323,055 | 330,555 | 87.18% | 87.18% |
21/08/2014 | 2.20% | 0.36 | 0.37 | 750,000 | 750,000 | 750,000 | 749,983 | 340,198 | 347,691 | 90.95% | 90.95% |
20/08/2014 | 1.60% | 0.55 | 0.56 | 750,000 | 750,000 | 750,000 | 750,000 | 468,620 | 476,120 | 93.36% | 93.36% |
19/08/2014 | 1.85% | 0.52 | 0.53 | 750,000 | 750,000 | 749,999 | 750,000 | 402,840 | 410,340 | 93.99% | 93.99% |
18/08/2014 | 1.26% | 0.75 | 0.76 | 750,000 | 750,000 | 750,000 | 749,945 | 591,707 | 599,164 | 94.06% | 94.06% |
15/08/2014 | 1.56% | 1.00 | 1.01 | 750,000 | 750,000 | 750,000 | 749,994 | 481,856 | 489,352 | 94.93% | 94.93% |