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 | 250,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/10/2014 | 3.47% | 0.26 | 0.27 | 250,000 | 250,000 | 250,000 | 250,000 | 70,985 | 73,485 | 99.80% | 99.80% |
20/10/2014 | 3.20% | 0.32 | 0.33 | 250,000 | 250,000 | 250,000 | 250,000 | 76,927 | 79,427 | 100.00% | 100.00% |
17/10/2014 | 3.00% | 0.31 | 0.32 | 250,000 | 250,000 | 250,000 | 250,000 | 82,188 | 84,688 | 99.30% | 99.30% |
16/10/2014 | 2.45% | 0.37 | 0.38 | 250,000 | 250,000 | 250,000 | 250,000 | 101,273 | 103,773 | 96.14% | 96.14% |
15/10/2014 | 3.23% | 0.34 | 0.35 | 250,000 | 250,000 | 250,000 | 250,000 | 76,706 | 79,206 | 98.16% | 98.16% |
14/10/2014 | 3.42% | 0.25 | 0.26 | 250,000 | 250,000 | 250,000 | 250,000 | 72,096 | 74,596 | 98.94% | 98.94% |