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 | 20.35% | 0.03 | 0.05 | 100,000 | 100,000 | 100,000 | 100,000 | 6,056 | 7,321 | 34.99% | 34.99% |
22/10/2014 | 5.72% | 0.19 | 0.20 | 100,000 | 100,000 | 100,000 | 100,000 | 19,207 | 20,334 | 100.00% | 100.00% |
21/10/2014 | 4.16% | 0.22 | 0.24 | 100,000 | 100,000 | 100,000 | 100,000 | 26,155 | 27,264 | 100.00% | 100.00% |
20/10/2014 | 4.25% | 0.29 | 0.30 | 100,000 | 100,000 | 100,000 | 100,000 | 30,294 | 31,609 | 13.09% | 13.09% |