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 | 0.05 | 750,000 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/10/2014 | 2.69% | 0.26 | 0.27 | 750,000 | 750,000 | 749,999 | 749,957 | 290,881 | 298,366 | 98.25% | 98.25% |
20/10/2014 | 1.80% | 0.60 | 0.61 | 750,000 | 750,000 | 750,000 | 750,000 | 421,780 | 429,280 | 99.72% | 99.72% |
17/10/2014 | 1.67% | 0.35 | 0.36 | 750,000 | 750,000 | 750,000 | 749,994 | 455,622 | 463,120 | 97.00% | 97.00% |
16/10/2014 | 0.92% | 1.02 | 1.03 | 750,000 | 750,000 | 750,000 | 750,000 | 833,144 | 840,644 | 73.01% | 73.01% |
15/10/2014 | 1.68% | 0.84 | 0.85 | 750,000 | 750,000 | 750,000 | 750,000 | 469,821 | 477,321 | 84.96% | 84.96% |
14/10/2014 | 2.15% | 0.36 | 0.37 | 750,000 | 750,000 | 750,000 | 750,000 | 351,624 | 359,124 | 86.25% | 86.25% |