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 | - | - |
03/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
31/10/2014 | - | 0.01 | 0.07 | 20,000 | 20,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/10/2014 | 14.30% | 0.10 | 0.12 | 40,000 | 40,000 | 40,000 | 40,000 | 5,481 | 6,281 | 100.00% | 100.00% |
29/10/2014 | 20.19% | 0.15 | 0.17 | 40,000 | 40,000 | 40,000 | 40,000 | 3,795 | 4,595 | 99.86% | 99.86% |
28/10/2014 | 10.37% | 0.15 | 0.17 | 40,000 | 40,000 | 40,000 | 40,000 | 7,470 | 8,270 | 99.12% | 99.12% |
27/10/2014 | 7.02% | 0.28 | 0.30 | 40,000 | 40,000 | 40,000 | 40,000 | 11,090 | 11,890 | 99.22% | 99.22% |
23/10/2014 | 8.32% | 0.21 | 0.23 | 40,000 | 40,000 | 40,000 | 40,000 | 9,304 | 10,104 | 98.43% | 98.43% |
22/10/2014 | 8.15% | 0.24 | 0.26 | 40,000 | 40,000 | 40,000 | 40,000 | 9,469 | 10,269 | 99.11% | 99.11% |
21/10/2014 | 6.99% | 0.25 | 0.27 | 40,000 | 40,000 | 40,000 | 40,000 | 11,220 | 12,020 | 96.67% | 96.67% |