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 | - | - |
28/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/10/2014 | 2.64% | 0.26 | 0.27 | 500,000 | 500,000 | 500,000 | 500,000 | 190,031 | 195,031 | 98.29% | 98.29% |
22/10/2014 | 2.64% | 0.35 | 0.36 | 500,000 | 500,000 | 500,000 | 500,000 | 187,012 | 192,012 | 99.82% | 99.82% |
21/10/2014 | 1.91% | 0.48 | 0.49 | 500,000 | 500,000 | 500,000 | 500,000 | 260,458 | 265,458 | 98.71% | 98.71% |
20/10/2014 | 1.66% | 0.62 | 0.63 | 500,000 | 500,000 | 500,000 | 500,000 | 301,183 | 306,183 | 99.24% | 99.24% |
17/10/2014 | 1.45% | 0.59 | 0.60 | 500,000 | 500,000 | 500,000 | 500,000 | 344,089 | 349,089 | 90.76% | 90.76% |
16/10/2014 | 1.07% | 0.86 | 0.87 | 500,000 | 500,000 | 499,994 | 500,000 | 466,601 | 471,606 | 41.33% | 41.33% |
15/10/2014 | 1.40% | 0.82 | 0.83 | 500,000 | 500,000 | 499,997 | 499,985 | 358,763 | 363,754 | 94.74% | 94.74% |