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 | - | 0.06 | 0.07 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/10/2014 | 4.25% | 0.18 | 0.19 | 500,000 | 500,000 | 499,788 | 499,956 | 119,428 | 124,463 | 98.70% | 98.70% |
20/10/2014 | 2.22% | 0.38 | 0.39 | 500,000 | 500,000 | 499,996 | 499,915 | 225,311 | 230,272 | 100.00% | 100.00% |
17/10/2014 | 1.72% | 0.41 | 0.42 | 500,000 | 500,000 | 500,000 | 499,994 | 292,880 | 297,877 | 97.19% | 97.19% |
16/10/2014 | 1.11% | 0.91 | 0.92 | 500,000 | 500,000 | 499,998 | 500,000 | 463,253 | 468,254 | 83.80% | 83.80% |
15/10/2014 | 2.30% | 0.60 | 0.61 | 500,000 | 500,000 | 500,000 | 500,000 | 224,784 | 229,783 | 95.49% | 95.49% |
14/10/2014 | 2.63% | 0.30 | 0.31 | 500,000 | 500,000 | 500,000 | 500,000 | 190,209 | 195,209 | 94.68% | 94.68% |