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 | - | - |
17/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16/10/2014 | 4.01% | 0.18 | 0.19 | 300,000 | 100,000 | 300,000 | 100,000 | 103,208 | 35,783 | 31.22% | 31.22% |
15/10/2014 | 3.14% | 0.37 | 0.39 | 300,000 | 100,000 | 300,000 | 100,000 | 129,126 | 44,403 | 99.80% | 99.80% |
14/10/2014 | 2.78% | 0.51 | 0.52 | 300,000 | 100,000 | 300,000 | 100,000 | 144,538 | 49,536 | 99.08% | 99.08% |
13/10/2014 | 2.59% | 0.53 | 0.55 | 300,000 | 100,000 | 300,000 | 100,000 | 158,569 | 54,241 | 100.00% | 100.00% |
10/10/2014 | 2.34% | 0.59 | 0.60 | 300,000 | 100,000 | 300,000 | 100,000 | 171,154 | 58,401 | 100.00% | 100.00% |
09/10/2014 | 2.04% | 0.65 | 0.66 | 300,000 | 100,000 | 300,000 | 100,000 | 200,331 | 68,153 | 100.00% | 100.00% |
08/10/2014 | 2.17% | 0.63 | 0.64 | 300,000 | 100,000 | 300,000 | 100,000 | 187,507 | 63,876 | 99.38% | 99.38% |
07/10/2014 | 1.84% | 0.69 | 0.71 | 300,000 | 100,000 | 300,000 | 100,000 | 220,161 | 74,749 | 98.78% | 98.78% |