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 | - | - |
27/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/10/2014 | 4.94% | 0.16 | 0.17 | 300,000 | 300,000 | 300,000 | 300,000 | 59,590 | 62,590 | 96.94% | 96.94% |
22/10/2014 | 4.17% | 0.20 | 0.21 | 300,000 | 300,000 | 300,000 | 300,000 | 70,942 | 73,942 | 99.60% | 99.60% |
21/10/2014 | 3.33% | 0.27 | 0.28 | 300,000 | 300,000 | 300,000 | 300,000 | 88,638 | 91,638 | 99.82% | 99.82% |
20/10/2014 | 2.91% | 0.30 | 0.31 | 300,000 | 300,000 | 300,000 | 300,000 | 101,651 | 104,651 | 99.86% | 99.86% |
17/10/2014 | 2.78% | 0.32 | 0.33 | 300,000 | 300,000 | 300,000 | 300,000 | 106,648 | 109,648 | 98.76% | 98.76% |
16/10/2014 | 2.37% | 0.44 | 0.45 | 300,000 | 300,000 | 300,000 | 300,000 | 126,342 | 129,342 | 84.36% | 84.36% |
15/10/2014 | 3.21% | 0.35 | 0.36 | 300,000 | 300,000 | 300,000 | 300,000 | 92,579 | 95,579 | 93.82% | 93.82% |
14/10/2014 | 3.54% | 0.26 | 0.27 | 300,000 | 300,000 | 300,000 | 300,000 | 83,496 | 86,496 | 98.81% | 98.81% |