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 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/10/2014 | 3.74% | 0.19 | 0.20 | 500,000 | 500,000 | 499,983 | 499,962 | 135,142 | 140,133 | 98.70% | 98.70% |
20/10/2014 | 2.04% | 0.41 | 0.42 | 500,000 | 500,000 | 499,550 | 499,950 | 244,975 | 250,201 | 100.00% | 100.00% |
17/10/2014 | 1.62% | 0.45 | 0.46 | 500,000 | 500,000 | 499,988 | 499,969 | 310,489 | 315,480 | 97.19% | 97.19% |
16/10/2014 | 1.08% | 0.93 | 0.94 | 500,000 | 500,000 | 499,972 | 499,839 | 474,372 | 479,259 | 83.80% | 83.80% |
15/10/2014 | 2.18% | 0.63 | 0.64 | 500,000 | 500,000 | 499,982 | 499,971 | 236,501 | 241,497 | 95.49% | 95.49% |
14/10/2014 | 2.49% | 0.32 | 0.33 | 500,000 | 500,000 | 500,000 | 500,000 | 200,742 | 205,742 | 94.08% | 94.08% |