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 | - | - |
04/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
03/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
31/10/2014 | - | - | 0.04 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/10/2014 | 2.17% | 0.29 | 0.30 | 750,000 | 750,000 | 748,466 | 748,473 | 379,235 | 386,720 | 95.79% | 95.79% |
29/10/2014 | 3.84% | 0.34 | 0.35 | 750,000 | 750,000 | 750,000 | 750,000 | 193,817 | 201,318 | 97.09% | 97.09% |
28/10/2014 | 2.08% | 0.42 | 0.43 | 745,000 | 750,000 | 749,990 | 749,994 | 358,945 | 366,447 | 99.46% | 99.46% |
27/10/2014 | 1.40% | 0.73 | 0.74 | 750,000 | 750,000 | 750,000 | 750,000 | 544,758 | 552,258 | 97.18% | 97.18% |
23/10/2014 | 1.53% | 0.43 | 0.44 | 750,000 | 750,000 | 749,996 | 749,986 | 492,995 | 500,490 | 96.07% | 96.07% |
22/10/2014 | 1.24% | 0.75 | 0.76 | 750,000 | 750,000 | 750,000 | 750,000 | 602,561 | 610,061 | 97.08% | 97.08% |