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 | 0.02 | 2,500 | 2,500 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/10/2014 | 5.27% | 0.12 | 0.13 | 50,000 | 50,000 | 49,488 | 49,488 | 11,137 | 11,653 | 99.92% | 99.92% |
29/10/2014 | 9.61% | 0.14 | 0.15 | 50,000 | 50,000 | 50,000 | 50,000 | 5,131 | 5,631 | 54.25% | 54.25% |
28/10/2014 | 4.83% | 0.18 | 0.19 | 50,000 | 50,000 | 50,000 | 50,000 | 10,220 | 10,720 | 99.95% | 99.95% |
27/10/2014 | 15.31% | 0.31 | 0.36 | 25,000 | 25,000 | 25,000 | 25,000 | 7,840 | 9,090 | 96.57% | 96.57% |
23/10/2014 | 8.64% | 0.15 | 0.20 | 25,000 | 25,000 | 41,401 | 41,401 | 12,163 | 12,921 | 100.00% | 100.00% |
22/10/2014 | 2.70% | 0.34 | 0.35 | 50,000 | 50,000 | 50,000 | 50,000 | 18,352 | 18,852 | 100.00% | 100.00% |
21/10/2014 | 2.09% | 0.42 | 0.43 | 50,000 | 50,000 | 50,000 | 50,000 | 23,928 | 24,428 | 99.91% | 99.91% |