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 | - | - |
03/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
01/10/2014 | 2.35% | 0.22 | 0.23 | 750,000 | 750,000 | 750,000 | 749,999 | 324,241 | 331,741 | 75.23% | 75.23% |
30/09/2014 | 2.57% | 0.47 | 0.48 | 750,000 | 750,000 | 750,000 | 749,999 | 292,902 | 300,402 | 97.97% | 97.97% |
29/09/2014 | 2.74% | 0.33 | 0.34 | 750,000 | 750,000 | 749,999 | 749,999 | 285,520 | 293,020 | 94.42% | 94.42% |
26/09/2014 | 1.82% | 0.56 | 0.57 | 750,000 | 750,000 | 750,000 | 750,000 | 409,644 | 417,144 | 97.39% | 97.39% |
25/09/2014 | 1.11% | 0.55 | 0.56 | 750,000 | 750,000 | 750,000 | 749,998 | 697,658 | 705,157 | 95.04% | 95.04% |
24/09/2014 | 1.28% | 0.89 | 0.90 | 750,000 | 750,000 | 749,999 | 750,000 | 582,763 | 590,264 | 95.52% | 95.52% |
23/09/2014 | 1.12% | 0.78 | 0.79 | 750,000 | 750,000 | 750,000 | 749,999 | 667,699 | 675,198 | 96.86% | 96.86% |
22/09/2014 | 0.83% | 1.14 | 1.15 | 750,000 | 750,000 | 750,000 | 750,000 | 899,498 | 906,998 | 98.29% | 98.29% |