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 | - | - |
01/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/09/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/09/2014 | 5.59% | 0.14 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 88,500 | 93,500 | 99.87% | 99.87% |
26/09/2014 | 4.63% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 499,963 | 107,236 | 112,229 | 99.78% | 99.78% |
25/09/2014 | 4.77% | 0.23 | 0.24 | 500,000 | 500,000 | 499,962 | 499,985 | 104,054 | 109,058 | 99.87% | 99.87% |
24/09/2014 | 2.99% | 0.35 | 0.36 | 500,000 | 500,000 | 500,000 | 500,000 | 164,998 | 169,998 | 99.69% | 99.69% |
23/09/2014 | 2.84% | 0.33 | 0.34 | 500,000 | 500,000 | 500,000 | 500,000 | 174,248 | 179,248 | 99.91% | 99.91% |
22/09/2014 | 2.87% | 0.39 | 0.40 | 500,000 | 500,000 | 500,000 | 500,000 | 172,867 | 177,867 | 99.41% | 99.41% |
19/09/2014 | 3.09% | 0.36 | 0.37 | 500,000 | 500,000 | 500,000 | 499,904 | 159,914 | 164,881 | 99.81% | 99.81% |