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 | - | - |
23/10/2014 | 1.96% | 0.25 | 0.26 | 750,000 | 750,000 | 750,000 | 750,000 | 392,424 | 399,924 | 7.66% | 7.66% |
22/10/2014 | 2.16% | 0.42 | 0.43 | 750,000 | 750,000 | 750,000 | 750,000 | 346,838 | 354,338 | 97.08% | 97.08% |
21/10/2014 | 1.46% | 0.57 | 0.58 | 750,000 | 750,000 | 750,000 | 750,000 | 518,274 | 525,774 | 98.35% | 98.35% |
20/10/2014 | 1.14% | 0.90 | 0.91 | 750,000 | 750,000 | 750,000 | 750,000 | 658,691 | 666,191 | 99.76% | 99.76% |
17/10/2014 | 1.08% | 0.68 | 0.69 | 750,000 | 750,000 | 750,000 | 750,000 | 695,569 | 703,069 | 97.00% | 97.00% |
16/10/2014 | 0.70% | 1.34 | 1.35 | 750,000 | 750,000 | 750,000 | 750,000 | 1,078,650 | 1,086,150 | 75.11% | 75.11% |
15/10/2014 | 1.08% | 1.16 | 1.17 | 750,000 | 750,000 | 749,999 | 750,000 | 708,795 | 716,297 | 85.79% | 85.79% |
14/10/2014 | 1.27% | 0.67 | 0.68 | 750,000 | 750,000 | 750,000 | 749,999 | 589,580 | 597,079 | 86.95% | 86.95% |
13/10/2014 | 1.39% | 0.72 | 0.73 | 750,000 | 750,000 | 750,000 | 749,999 | 540,989 | 548,488 | 94.54% | 94.54% |