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 | 4.20% | 0.46 | 0.48 | 20,000 | 20,000 | 19,998 | 20,000 | 9,326 | 9,727 | 26.10% | 26.10% |
30/10/2014 | 3.46% | 0.52 | 0.54 | 20,000 | 20,000 | 20,000 | 20,000 | 11,366 | 11,766 | 100.00% | 100.00% |
29/10/2014 | 3.38% | 0.58 | 0.60 | 20,000 | 20,000 | 20,000 | 20,000 | 11,657 | 12,057 | 100.00% | 100.00% |
28/10/2014 | 3.27% | 0.57 | 0.59 | 20,000 | 20,000 | 19,932 | 19,932 | 12,098 | 12,498 | 100.00% | 100.00% |
27/10/2014 | 2.78% | 0.69 | 0.71 | 20,000 | 20,000 | 20,000 | 20,000 | 14,214 | 14,614 | 100.00% | 100.00% |
23/10/2014 | 2.56% | 0.75 | 0.77 | 20,000 | 20,000 | 20,000 | 20,000 | 15,442 | 15,842 | 100.00% | 100.00% |
22/10/2014 | 2.43% | 0.80 | 0.82 | 20,000 | 20,000 | 19,927 | 19,927 | 16,315 | 16,715 | 100.00% | 100.00% |
21/10/2014 | 2.24% | 0.88 | 0.90 | 20,000 | 20,000 | 20,000 | 20,000 | 17,644 | 18,044 | 100.00% | 100.00% |