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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/10/2014 | - | - | 0.04 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/10/2014 | 3.66% | 0.18 | 0.19 | 750,000 | 750,000 | 749,969 | 749,984 | 221,183 | 228,686 | 98.18% | 98.18% |
20/10/2014 | 2.08% | 0.50 | 0.51 | 750,000 | 750,000 | 750,000 | 749,990 | 364,414 | 371,909 | 99.71% | 99.71% |
17/10/2014 | 1.88% | 0.29 | 0.30 | 750,000 | 750,000 | 750,000 | 749,996 | 407,538 | 415,036 | 97.00% | 97.00% |
16/10/2014 | 0.97% | 0.96 | 0.97 | 750,000 | 750,000 | 749,995 | 749,992 | 788,854 | 796,352 | 73.55% | 73.55% |
15/10/2014 | 1.84% | 0.79 | 0.80 | 750,000 | 750,000 | 750,000 | 750,000 | 434,270 | 441,770 | 85.58% | 85.58% |
14/10/2014 | 2.41% | 0.31 | 0.32 | 750,000 | 750,000 | 750,000 | 750,000 | 315,781 | 323,281 | 86.79% | 86.79% |