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 | - | 0.02 | 0.03 | 250,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/10/2014 | 5.57% | 0.16 | 0.17 | 250,000 | 250,000 | 250,000 | 250,000 | 44,100 | 46,600 | 98.70% | 98.70% |
20/10/2014 | 4.84% | 0.22 | 0.23 | 250,000 | 250,000 | 250,000 | 250,000 | 50,543 | 53,043 | 99.18% | 99.18% |
17/10/2014 | 4.37% | 0.21 | 0.22 | 250,000 | 250,000 | 250,000 | 250,000 | 56,172 | 58,672 | 98.29% | 98.29% |
16/10/2014 | 3.21% | 0.27 | 0.28 | 250,000 | 250,000 | 250,000 | 250,000 | 77,508 | 80,008 | 94.07% | 94.07% |
15/10/2014 | 4.64% | 0.25 | 0.26 | 250,000 | 250,000 | 250,000 | 250,000 | 53,537 | 56,037 | 97.68% | 97.68% |
14/10/2014 | 5.08% | 0.15 | 0.16 | 250,000 | 250,000 | 250,000 | 250,000 | 48,491 | 50,991 | 98.30% | 98.30% |