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 | - | - |
27/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/10/2014 | 3.76% | 0.03 | 0.09 | 750,000 | 750,000 | 749,981 | 749,988 | 227,087 | 234,677 | 96.00% | 96.00% |
22/10/2014 | 2.27% | 0.39 | 0.40 | 750,000 | 750,000 | 750,000 | 750,000 | 330,360 | 337,860 | 96.14% | 96.14% |
21/10/2014 | 1.54% | 0.54 | 0.55 | 750,000 | 750,000 | 750,000 | 750,000 | 491,375 | 498,875 | 98.49% | 98.49% |
20/10/2014 | 1.18% | 0.86 | 0.87 | 750,000 | 750,000 | 750,000 | 750,000 | 633,725 | 641,225 | 99.69% | 99.69% |
17/10/2014 | 1.12% | 0.65 | 0.66 | 750,000 | 750,000 | 750,000 | 750,000 | 674,166 | 681,666 | 97.00% | 97.00% |
16/10/2014 | 0.72% | 1.31 | 1.32 | 750,000 | 750,000 | 750,000 | 750,000 | 1,048,570 | 1,056,070 | 73.08% | 73.08% |
15/10/2014 | 1.10% | 1.14 | 1.15 | 750,000 | 750,000 | 750,000 | 750,000 | 694,255 | 701,755 | 84.63% | 84.63% |
14/10/2014 | 1.30% | 0.66 | 0.67 | 750,000 | 750,000 | 750,000 | 750,000 | 578,316 | 585,816 | 86.61% | 86.61% |