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 | - | - |
20/06/2014 | - | 0.42 | - | 300,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/06/2014 | 4.51% | 0.42 | 0.44 | 300,000 | 300,000 | 300,000 | 300,000 | 130,176 | 136,176 | 98.52% | 98.52% |
18/06/2014 | 4.35% | 0.45 | 0.47 | 300,000 | 300,000 | 300,000 | 300,000 | 134,921 | 140,921 | 91.02% | 91.02% |
17/06/2014 | 4.52% | 0.45 | 0.47 | 300,000 | 300,000 | 299,961 | 300,000 | 129,831 | 135,849 | 91.01% | 91.01% |
16/06/2014 | 4.48% | 0.43 | 0.45 | 300,000 | 300,000 | 300,000 | 300,000 | 130,898 | 136,898 | 82.67% | 82.67% |
13/06/2014 | 4.30% | 0.45 | 0.47 | 300,000 | 300,000 | 300,000 | 300,000 | 136,501 | 142,501 | 97.33% | 97.33% |
12/06/2014 | 4.14% | 0.47 | 0.49 | 300,000 | 300,000 | 300,000 | 300,000 | 141,882 | 147,882 | 100.00% | 100.00% |
11/06/2014 | 3.89% | 0.50 | 0.52 | 300,000 | 300,000 | 300,000 | 300,000 | 151,091 | 157,091 | 99.91% | 99.91% |
10/06/2014 | 3.70% | 0.53 | 0.55 | 300,000 | 300,000 | 300,000 | 300,000 | 158,999 | 164,999 | 99.09% | 99.09% |