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 | - | - |
03/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
31/10/2014 | - | 0.03 | 0.05 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/10/2014 | 2.85% | 0.25 | 0.26 | 500,000 | 500,000 | 500,000 | 499,999 | 179,081 | 184,081 | 96.04% | 96.04% |
29/10/2014 | 2.75% | 0.37 | 0.38 | 500,000 | 500,000 | 500,000 | 500,000 | 179,746 | 184,746 | 99.31% | 99.31% |
28/10/2014 | 2.37% | 0.42 | 0.43 | 500,000 | 500,000 | 500,000 | 499,999 | 208,725 | 213,724 | 99.29% | 99.29% |
27/10/2014 | 1.59% | 0.63 | 0.64 | 500,000 | 500,000 | 500,000 | 500,000 | 313,217 | 318,217 | 98.30% | 98.30% |
23/10/2014 | 1.45% | 0.60 | 0.61 | 500,000 | 500,000 | 500,000 | 499,999 | 343,670 | 348,669 | 96.92% | 96.92% |
22/10/2014 | 1.26% | 0.70 | 0.71 | 500,000 | 500,000 | 500,000 | 500,000 | 397,849 | 402,849 | 99.53% | 99.53% |
21/10/2014 | 1.01% | 0.92 | 0.93 | 500,000 | 500,000 | 500,000 | 500,000 | 495,256 | 500,256 | 98.78% | 98.78% |