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 | - | - | 0.05 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/10/2014 | 4.21% | 0.14 | 0.15 | 750,000 | 750,000 | 749,999 | 749,888 | 197,583 | 205,063 | 98.68% | 98.68% |
20/10/2014 | 2.33% | 0.47 | 0.48 | 750,000 | 750,000 | 749,992 | 750,000 | 329,443 | 336,945 | 99.72% | 99.72% |
17/10/2014 | 2.13% | 0.22 | 0.23 | 750,000 | 750,000 | 749,996 | 749,997 | 363,416 | 370,915 | 97.00% | 97.00% |
16/10/2014 | 1.04% | 0.91 | 0.92 | 750,000 | 750,000 | 749,992 | 749,994 | 742,740 | 750,243 | 72.95% | 72.95% |
15/10/2014 | 2.15% | 0.72 | 0.73 | 750,000 | 750,000 | 750,000 | 750,000 | 380,946 | 388,446 | 84.86% | 84.86% |
14/10/2014 | 2.92% | 0.24 | 0.25 | 750,000 | 750,000 | 750,000 | 750,000 | 262,952 | 270,452 | 85.72% | 85.72% |