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 | 4.15% | 0.06 | 0.08 | 743,281 | 750,000 | 749,998 | 749,978 | 195,752 | 203,272 | 92.50% | 92.50% |
22/10/2014 | 2.49% | 0.34 | 0.35 | 750,000 | 750,000 | 749,990 | 749,998 | 301,578 | 309,081 | 97.10% | 97.10% |
21/10/2014 | 1.62% | 0.50 | 0.51 | 750,000 | 750,000 | 749,974 | 749,995 | 468,677 | 476,189 | 98.53% | 98.53% |
20/10/2014 | 1.25% | 0.83 | 0.84 | 750,000 | 750,000 | 750,000 | 750,000 | 600,967 | 608,467 | 99.73% | 99.73% |
17/10/2014 | 1.19% | 0.59 | 0.60 | 750,000 | 750,000 | 749,997 | 749,990 | 636,873 | 644,367 | 97.00% | 97.00% |
16/10/2014 | 0.75% | 1.26 | 1.27 | 750,000 | 750,000 | 750,000 | 750,000 | 1,012,380 | 1,019,880 | 74.29% | 74.29% |
15/10/2014 | 1.20% | 1.07 | 1.08 | 750,000 | 750,000 | 749,843 | 749,960 | 644,354 | 651,943 | 85.22% | 85.22% |
14/10/2014 | 1.43% | 0.59 | 0.60 | 750,000 | 750,000 | 749,959 | 749,882 | 525,595 | 533,049 | 86.55% | 86.55% |