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 | - | - |
23/10/2014 | 14.73% | 0.05 | 0.06 | 940,000 | 940,000 | 940,000 | 940,000 | 59,464 | 68,864 | 21.76% | 21.76% |
22/10/2014 | 7.29% | 0.11 | 0.12 | 940,000 | 940,000 | 940,000 | 940,000 | 125,662 | 135,062 | 99.91% | 99.91% |
21/10/2014 | 8.62% | 0.08 | 0.09 | 940,000 | 940,000 | 940,000 | 940,000 | 106,479 | 115,879 | 99.90% | 99.90% |
20/10/2014 | 6.18% | 0.14 | 0.15 | 940,000 | 940,000 | 940,000 | 940,000 | 152,487 | 161,887 | 99.61% | 99.61% |
17/10/2014 | 3.69% | 0.27 | 0.28 | 940,000 | 940,000 | 940,000 | 940,000 | 251,717 | 261,117 | 99.78% | 99.78% |
16/10/2014 | 3.15% | 0.31 | 0.32 | 940,000 | 940,000 | 940,000 | 940,000 | 294,628 | 304,028 | 90.19% | 90.19% |
15/10/2014 | 2.81% | 0.32 | 0.33 | 940,000 | 940,000 | 940,000 | 940,000 | 330,448 | 339,848 | 97.49% | 97.49% |
14/10/2014 | 2.99% | 0.33 | 0.34 | 940,000 | 940,000 | 940,000 | 940,000 | 309,557 | 318,957 | 99.70% | 99.70% |
13/10/2014 | 2.79% | 0.34 | 0.35 | 940,000 | 940,000 | 940,000 | 940,000 | 333,072 | 342,472 | 99.78% | 99.78% |