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 | - | - |
17/09/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16/09/2014 | 5.44% | 0.16 | 0.17 | 35,000 | 35,000 | 35,000 | 35,000 | 6,260 | 6,610 | 11.93% | 11.93% |
15/09/2014 | 4.97% | 0.20 | 0.21 | 35,000 | 35,000 | 35,000 | 35,000 | 6,875 | 7,225 | 99.16% | 99.16% |
12/09/2014 | 3.40% | 0.23 | 0.24 | 35,000 | 35,000 | 35,000 | 35,000 | 10,194 | 10,544 | 99.69% | 99.69% |
11/09/2014 | 3.42% | 0.32 | 0.33 | 35,000 | 35,000 | 35,000 | 35,000 | 10,072 | 10,422 | 99.48% | 99.48% |
10/09/2014 | 3.24% | 0.31 | 0.32 | 35,000 | 35,000 | 35,000 | 35,000 | 10,646 | 10,996 | 99.34% | 99.34% |
09/09/2014 | 3.09% | 0.33 | 0.34 | 35,000 | 35,000 | 35,000 | 35,000 | 11,154 | 11,504 | 99.97% | 99.97% |
08/09/2014 | 3.04% | 0.31 | 0.32 | 35,000 | 35,000 | 35,000 | 35,000 | 11,352 | 11,702 | 100.00% | 100.00% |
05/09/2014 | 2.94% | 0.31 | 0.32 | 35,000 | 35,000 | 35,000 | 35,000 | 11,731 | 12,081 | 99.19% | 99.19% |