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 | - | - |
28/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/10/2014 | 4.73% | 0.16 | 0.17 | 100,000 | 100,000 | 100,000 | 100,000 | 20,868 | 21,868 | 97.08% | 97.08% |
22/10/2014 | 3.82% | 0.21 | 0.22 | 100,000 | 100,000 | 100,000 | 100,000 | 26,002 | 27,002 | 88.37% | 88.37% |
21/10/2014 | 2.65% | 0.32 | 0.33 | 100,000 | 100,000 | 100,000 | 100,000 | 37,423 | 38,423 | 96.55% | 96.55% |
20/10/2014 | 2.42% | 0.41 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 40,851 | 41,851 | 96.05% | 96.05% |
17/10/2014 | 2.86% | 0.33 | 0.34 | 100,000 | 100,000 | 100,000 | 100,000 | 34,587 | 35,587 | 90.64% | 90.64% |
16/10/2014 | 1.72% | 0.49 | 0.50 | 100,000 | 100,000 | 100,000 | 100,000 | 57,964 | 58,964 | 88.28% | 88.28% |
15/10/2014 | 1.73% | 0.50 | 0.51 | 100,000 | 100,000 | 100,000 | 100,000 | 57,563 | 58,563 | 96.77% | 96.77% |