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 | 7.48% | 0.12 | 0.13 | 200,000 | 200,000 | 200,000 | 200,000 | 25,758 | 27,758 | 0.23% | 0.23% |
21/10/2014 | 5.68% | 0.15 | 0.16 | 200,000 | 200,000 | 200,000 | 200,000 | 34,584 | 36,584 | 99.82% | 99.82% |
20/10/2014 | 4.35% | 0.22 | 0.23 | 200,000 | 200,000 | 200,000 | 200,000 | 45,028 | 47,028 | 99.93% | 99.93% |
17/10/2014 | 3.64% | 0.22 | 0.23 | 200,000 | 200,000 | 200,000 | 200,000 | 54,219 | 56,219 | 99.22% | 99.22% |
16/10/2014 | 2.70% | 0.36 | 0.37 | 200,000 | 200,000 | 200,000 | 200,000 | 73,731 | 75,731 | 88.72% | 88.72% |
15/10/2014 | 4.11% | 0.28 | 0.29 | 200,000 | 200,000 | 200,000 | 200,000 | 48,260 | 50,260 | 98.69% | 98.69% |
14/10/2014 | 4.75% | 0.18 | 0.19 | 200,000 | 200,000 | 200,000 | 200,000 | 41,376 | 43,376 | 99.73% | 99.73% |