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 | - | 0.13 | 0.14 | 750,000 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/10/2014 | 2.31% | 0.33 | 0.34 | 750,000 | 750,000 | 750,000 | 750,000 | 333,918 | 341,418 | 98.80% | 98.80% |
20/10/2014 | 1.58% | 0.65 | 0.66 | 750,000 | 750,000 | 750,000 | 750,000 | 475,161 | 482,661 | 99.76% | 99.76% |
17/10/2014 | 1.49% | 0.44 | 0.45 | 750,000 | 750,000 | 750,000 | 749,999 | 508,365 | 515,865 | 97.00% | 97.00% |
16/10/2014 | 0.86% | 1.08 | 1.09 | 750,000 | 750,000 | 749,986 | 749,969 | 887,855 | 895,341 | 73.58% | 73.58% |
15/10/2014 | 1.46% | 0.92 | 0.93 | 750,000 | 750,000 | 750,000 | 749,999 | 534,111 | 541,610 | 85.59% | 85.59% |
14/10/2014 | 1.81% | 0.44 | 0.45 | 750,000 | 750,000 | 750,000 | 750,000 | 416,916 | 424,416 | 86.69% | 86.69% |