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 | 3.39% | 0.04 | 0.05 | 750,000 | 750,000 | 749,997 | 749,925 | 250,752 | 258,227 | 7.66% | 7.66% |
22/10/2014 | 3.71% | 0.23 | 0.24 | 750,000 | 750,000 | 749,996 | 750,000 | 203,842 | 211,343 | 97.06% | 97.06% |
21/10/2014 | 2.09% | 0.37 | 0.38 | 750,000 | 750,000 | 749,959 | 749,954 | 365,254 | 372,752 | 98.17% | 98.17% |
20/10/2014 | 1.52% | 0.68 | 0.69 | 750,000 | 750,000 | 749,990 | 750,000 | 495,606 | 503,113 | 99.71% | 99.71% |
17/10/2014 | 1.41% | 0.46 | 0.47 | 750,000 | 750,000 | 750,000 | 749,998 | 534,940 | 542,439 | 96.99% | 96.99% |
16/10/2014 | 0.84% | 1.12 | 1.13 | 750,000 | 750,000 | 750,000 | 749,996 | 909,932 | 917,427 | 72.57% | 72.57% |
15/10/2014 | 1.40% | 0.95 | 0.96 | 750,000 | 750,000 | 750,000 | 750,000 | 553,874 | 561,374 | 84.90% | 84.90% |
14/10/2014 | 1.72% | 0.47 | 0.48 | 750,000 | 750,000 | 750,000 | 750,000 | 437,001 | 444,501 | 86.34% | 86.34% |