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 | 3.77% | 4.72 | 4.74 | 10,000 | 10,000 | 4,141 | 4,141 | 19,120 | 19,613 | 99.95% | 99.95% |
22/10/2014 | 3.63% | 4.96 | 4.98 | 10,000 | 10,000 | 4,104 | 4,104 | 19,587 | 20,087 | 100.00% | 100.00% |
21/10/2014 | 4.18% | 4.18 | 4.20 | 10,000 | 10,000 | 4,140 | 4,140 | 16,539 | 17,019 | 100.00% | 100.00% |
20/10/2014 | 6.48% | 3.56 | 3.60 | 10,000 | 10,000 | 4,127 | 4,127 | 14,878 | 15,548 | 99.78% | 99.78% |
17/10/2014 | 8.77% | 3.89 | 3.92 | 10,000 | 10,000 | 4,140 | 4,140 | 15,715 | 16,634 | 100.00% | 100.00% |
16/10/2014 | 10.02% | 3.33 | 3.37 | 10,000 | 10,000 | 4,139 | 4,139 | 13,012 | 13,895 | 99.93% | 99.93% |
15/10/2014 | 5.82% | 3.73 | 3.77 | 10,000 | 10,000 | 4,808 | 4,808 | 17,863 | 18,545 | 71.05% | 71.05% |
14/10/2014 | 7.69% | 4.33 | 4.36 | 10,000 | 10,000 | 4,141 | 4,141 | 16,575 | 17,427 | 100.00% | 100.00% |