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 | 2.29% | 0.20 | 0.21 | 750,000 | 750,000 | 749,999 | 750,000 | 333,930 | 341,430 | 92.99% | 92.99% |
22/10/2014 | 1.73% | 0.53 | 0.54 | 750,000 | 750,000 | 749,998 | 750,000 | 432,682 | 440,183 | 97.08% | 97.08% |
21/10/2014 | 1.26% | 0.68 | 0.69 | 750,000 | 750,000 | 748,801 | 750,000 | 595,861 | 604,213 | 98.80% | 98.80% |
20/10/2014 | 1.02% | 1.00 | 1.01 | 750,000 | 750,000 | 750,000 | 750,000 | 736,209 | 743,709 | 99.76% | 99.76% |
17/10/2014 | 0.99% | 0.79 | 0.80 | 750,000 | 750,000 | 750,000 | 750,000 | 757,864 | 765,364 | 96.30% | 96.30% |
16/10/2014 | 0.66% | 1.43 | 1.44 | 750,000 | 750,000 | 750,000 | 750,000 | 1,151,520 | 1,159,020 | 74.64% | 74.64% |
15/10/2014 | 0.96% | 1.26 | 1.27 | 750,000 | 750,000 | 750,000 | 749,996 | 791,351 | 798,846 | 85.87% | 85.87% |
14/10/2014 | 1.11% | 0.79 | 0.80 | 750,000 | 750,000 | 750,000 | 749,999 | 675,896 | 683,396 | 86.94% | 86.94% |