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 | 9.37% | 0.06 | 0.07 | 750,000 | 750,000 | 749,999 | 749,997 | 77,527 | 85,027 | 73.85% | 73.85% |
26/08/2014 | 4.41% | 0.07 | 0.08 | 748,500 | 750,000 | 749,738 | 749,913 | 198,756 | 206,269 | 89.12% | 89.12% |
25/08/2014 | 2.26% | 0.31 | 0.32 | 750,000 | 745,000 | 749,998 | 749,906 | 331,060 | 338,523 | 93.91% | 93.91% |
22/08/2014 | 1.59% | 0.68 | 0.69 | 750,000 | 750,000 | 750,000 | 750,000 | 469,853 | 477,353 | 87.18% | 87.18% |
21/08/2014 | 1.54% | 0.56 | 0.57 | 750,000 | 750,000 | 750,000 | 749,995 | 485,152 | 492,648 | 90.98% | 90.98% |
20/08/2014 | 1.25% | 0.74 | 0.75 | 750,000 | 750,000 | 750,000 | 750,000 | 596,293 | 603,793 | 93.53% | 93.53% |
19/08/2014 | 1.41% | 0.69 | 0.70 | 750,000 | 750,000 | 750,000 | 750,000 | 528,192 | 535,692 | 94.00% | 94.00% |
18/08/2014 | 1.05% | 0.91 | 0.92 | 750,000 | 750,000 | 750,000 | 749,996 | 712,091 | 719,587 | 94.07% | 94.07% |