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 | 2.27% | 0.28 | 0.29 | 750,000 | 750,000 | 748,466 | 748,428 | 364,446 | 371,918 | 95.79% | 95.79% |
29/10/2014 | 4.15% | 0.32 | 0.33 | 750,000 | 750,000 | 750,000 | 750,000 | 179,473 | 186,976 | 97.09% | 97.09% |
28/10/2014 | 2.24% | 0.39 | 0.40 | 750,000 | 750,000 | 749,987 | 749,949 | 333,296 | 340,776 | 99.45% | 99.45% |
27/10/2014 | 1.50% | 0.69 | 0.70 | 750,000 | 750,000 | 749,905 | 749,965 | 512,483 | 520,023 | 97.17% | 97.17% |
23/10/2014 | 1.62% | 0.39 | 0.40 | 750,000 | 750,000 | 749,947 | 749,964 | 467,437 | 474,948 | 96.07% | 96.07% |
22/10/2014 | 1.31% | 0.71 | 0.72 | 750,000 | 750,000 | 750,000 | 750,000 | 569,325 | 576,825 | 96.20% | 96.20% |