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 | 4.84% | 0.04 | 0.05 | 750,000 | 750,000 | 749,987 | 749,757 | 172,513 | 179,949 | 75.81% | 75.81% |
25/08/2014 | 2.70% | 0.25 | 0.26 | 750,000 | 750,000 | 749,991 | 749,986 | 276,414 | 283,912 | 93.86% | 93.86% |
22/08/2014 | 1.76% | 0.62 | 0.63 | 750,000 | 750,000 | 749,993 | 750,000 | 424,670 | 432,174 | 87.18% | 87.18% |
21/08/2014 | 1.69% | 0.50 | 0.51 | 750,000 | 750,000 | 750,000 | 749,979 | 441,857 | 449,346 | 90.99% | 90.99% |
20/08/2014 | 1.34% | 0.68 | 0.69 | 750,000 | 750,000 | 749,997 | 749,976 | 555,913 | 563,398 | 93.53% | 93.53% |
19/08/2014 | 1.52% | 0.64 | 0.65 | 750,000 | 750,000 | 750,000 | 749,994 | 489,456 | 496,952 | 94.03% | 94.03% |
18/08/2014 | 1.10% | 0.86 | 0.87 | 750,000 | 750,000 | 750,000 | 750,000 | 676,303 | 683,803 | 94.05% | 94.05% |