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 | - | - |
28/08/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/08/2014 | 4.57% | 0.22 | 0.23 | 100,000 | 100,000 | 100,000 | 100,000 | 23,629 | 24,730 | 50.02% | 50.02% |
26/08/2014 | 4.11% | 0.23 | 0.24 | 100,000 | 100,000 | 100,000 | 100,000 | 26,371 | 27,476 | 99.79% | 99.79% |
25/08/2014 | 3.94% | 0.30 | 0.31 | 100,000 | 100,000 | 100,000 | 100,000 | 30,653 | 31,882 | 100.00% | 100.00% |
22/08/2014 | 3.29% | 0.34 | 0.35 | 100,000 | 100,000 | 100,000 | 100,000 | 34,697 | 35,856 | 100.00% | 100.00% |
21/08/2014 | 3.97% | 0.33 | 0.34 | 100,000 | 100,000 | 100,000 | 100,000 | 33,997 | 35,373 | 100.00% | 100.00% |
20/08/2014 | 3.09% | 0.38 | 0.39 | 100,000 | 100,000 | 100,000 | 100,000 | 36,380 | 37,518 | 100.00% | 100.00% |
19/08/2014 | 3.24% | 0.35 | 0.36 | 100,000 | 100,000 | 100,000 | 100,000 | 35,363 | 36,525 | 99.15% | 99.15% |
18/08/2014 | 2.60% | 0.41 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 41,436 | 42,529 | 100.00% | 100.00% |