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 | - | - |
27/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/10/2014 | 4.26% | 0.14 | 0.15 | 100,000 | 100,000 | 100,000 | 100,000 | 23,081 | 24,081 | 78.73% | 78.73% |
22/10/2014 | 3.62% | 0.22 | 0.23 | 100,000 | 100,000 | 100,000 | 100,000 | 27,401 | 28,401 | 88.34% | 88.34% |
21/10/2014 | 2.57% | 0.34 | 0.35 | 100,000 | 100,000 | 100,000 | 100,000 | 38,513 | 39,513 | 96.16% | 96.16% |
20/10/2014 | 2.38% | 0.41 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 41,474 | 42,474 | 95.47% | 95.47% |
17/10/2014 | 2.76% | 0.35 | 0.36 | 100,000 | 100,000 | 100,000 | 100,000 | 35,890 | 36,890 | 90.93% | 90.93% |
16/10/2014 | 1.70% | 0.49 | 0.50 | 100,000 | 100,000 | 100,000 | 100,000 | 58,393 | 59,393 | 89.42% | 89.42% |
15/10/2014 | 1.71% | 0.51 | 0.52 | 100,000 | 100,000 | 100,000 | 100,000 | 58,179 | 59,179 | 96.12% | 96.12% |
14/10/2014 | 1.74% | 0.57 | 0.58 | 100,000 | 100,000 | 100,000 | 100,000 | 57,092 | 58,092 | 95.01% | 95.01% |