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 | 24.20% | 0.02 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 11,287 | 14,287 | 10.10% | 10.10% |
22/10/2014 | 20.69% | 0.04 | 0.05 | 300,000 | 300,000 | 300,000 | 300,000 | 13,321 | 16,321 | 98.80% | 98.80% |
21/10/2014 | 13.70% | 0.07 | 0.08 | 300,000 | 300,000 | 300,000 | 300,000 | 20,643 | 23,643 | 99.79% | 99.79% |
20/10/2014 | 10.45% | 0.09 | 0.10 | 300,000 | 300,000 | 300,000 | 300,000 | 27,348 | 30,348 | 99.92% | 99.92% |
17/10/2014 | 8.36% | 0.10 | 0.11 | 300,000 | 300,000 | 300,000 | 300,000 | 34,658 | 37,658 | 99.26% | 99.26% |