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 | - | 0.32 | 0.35 | 20,000 | 20,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/10/2014 | 4.68% | 0.53 | 0.56 | 20,000 | 20,000 | 19,998 | 20,000 | 12,669 | 13,270 | 100.00% | 100.00% |
29/10/2014 | 4.64% | 0.65 | 0.68 | 20,000 | 20,000 | 20,000 | 20,000 | 12,645 | 13,245 | 100.00% | 100.00% |
28/10/2014 | 4.30% | 0.70 | 0.73 | 20,000 | 20,000 | 19,929 | 19,929 | 13,746 | 14,346 | 100.00% | 100.00% |
27/10/2014 | 3.31% | 0.90 | 0.93 | 20,000 | 20,000 | 19,937 | 19,937 | 17,973 | 18,573 | 100.00% | 100.00% |
23/10/2014 | 3.11% | 0.87 | 0.90 | 20,000 | 20,000 | 20,000 | 20,000 | 19,036 | 19,636 | 100.00% | 100.00% |
22/10/2014 | 2.78% | 0.97 | 1.00 | 20,000 | 20,000 | 19,927 | 19,927 | 21,194 | 21,784 | 100.00% | 100.00% |
21/10/2014 | 2.36% | 1.19 | 1.22 | 20,000 | 20,000 | 20,000 | 20,000 | 25,200 | 25,800 | 100.00% | 100.00% |