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 | 18.50% | 0.03 | 0.05 | 100,000 | 100,000 | 100,000 | 100,000 | 5,772 | 6,884 | 34.99% | 34.99% |
22/10/2014 | 6.50% | 0.17 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 17,088 | 18,233 | 100.00% | 100.00% |
21/10/2014 | 4.97% | 0.20 | 0.21 | 100,000 | 100,000 | 100,000 | 100,000 | 23,055 | 24,225 | 100.00% | 100.00% |
20/10/2014 | 4.23% | 0.26 | 0.27 | 100,000 | 100,000 | 100,000 | 100,000 | 27,823 | 29,023 | 100.00% | 100.00% |
17/10/2014 | 4.35% | 0.24 | 0.25 | 100,000 | 100,000 | 100,000 | 100,000 | 27,460 | 28,675 | 100.00% | 100.00% |
16/10/2014 | 3.36% | 0.33 | 0.35 | 100,000 | 100,000 | 97,064 | 97,064 | 35,961 | 37,167 | 99.36% | 99.36% |
15/10/2014 | 4.31% | 0.33 | 0.35 | 100,000 | 100,000 | 100,000 | 100,000 | 28,492 | 29,733 | 100.00% | 100.00% |
14/10/2014 | 4.20% | 0.26 | 0.28 | 100,000 | 100,000 | 100,000 | 100,000 | 28,161 | 29,367 | 100.00% | 100.00% |
13/10/2014 | 4.18% | 0.28 | 0.30 | 100,000 | 100,000 | 100,000 | 100,000 | 28,072 | 29,265 | 100.00% | 100.00% |