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 | 14.04% | 0.05 | 0.07 | 50,000 | 50,000 | 50,000 | 50,000 | 3,633 | 4,176 | 30.56% | 30.56% |
22/10/2014 | 14.34% | 0.08 | 0.09 | 50,000 | 50,000 | 50,000 | 50,000 | 4,592 | 5,298 | 100.00% | 100.00% |
21/10/2014 | 12.66% | 0.11 | 0.12 | 50,000 | 50,000 | 50,000 | 50,000 | 5,042 | 5,728 | 100.00% | 100.00% |
20/10/2014 | 11.81% | 0.10 | 0.12 | 50,000 | 50,000 | 50,000 | 50,000 | 4,702 | 5,294 | 100.00% | 100.00% |
17/10/2014 | 12.13% | 0.10 | 0.11 | 50,000 | 50,000 | 50,000 | 50,000 | 5,240 | 5,913 | 100.00% | 100.00% |
16/10/2014 | 14.37% | 0.11 | 0.14 | 25,000 | 25,000 | 33,488 | 33,488 | 4,087 | 4,657 | 97.99% | 97.99% |
15/10/2014 | 10.53% | 0.11 | 0.13 | 50,000 | 50,000 | 50,000 | 50,000 | 5,225 | 5,804 | 99.85% | 99.85% |
14/10/2014 | 9.77% | 0.11 | 0.13 | 50,000 | 50,000 | 50,000 | 50,000 | 5,906 | 6,509 | 98.91% | 98.91% |
13/10/2014 | 8.85% | 0.12 | 0.13 | 50,000 | 50,000 | 50,000 | 50,000 | 6,349 | 6,934 | 99.94% | 99.94% |