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 | - | 0.52 | - | 300,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.66% |
19/06/2014 | 3.68% | 0.52 | 0.54 | 300,000 | 300,000 | 300,000 | 300,000 | 160,177 | 166,177 | 98.48% | 98.48% |
18/06/2014 | 3.57% | 0.55 | 0.57 | 300,000 | 300,000 | 300,000 | 300,000 | 164,921 | 170,921 | 91.02% | 91.02% |
17/06/2014 | 3.69% | 0.55 | 0.57 | 300,000 | 300,000 | 300,000 | 300,000 | 159,768 | 165,768 | 87.66% | 87.66% |
16/06/2014 | 3.66% | 0.53 | 0.55 | 300,000 | 300,000 | 300,000 | 300,000 | 160,898 | 166,898 | 82.67% | 82.67% |
13/06/2014 | 3.54% | 0.55 | 0.57 | 300,000 | 300,000 | 300,000 | 300,000 | 166,501 | 172,501 | 97.33% | 97.33% |
12/06/2014 | 3.43% | 0.57 | 0.59 | 300,000 | 300,000 | 300,000 | 300,000 | 171,839 | 177,839 | 100.00% | 100.00% |
11/06/2014 | 3.26% | 0.60 | 0.62 | 300,000 | 300,000 | 300,000 | 300,000 | 181,027 | 187,027 | 99.91% | 99.91% |
10/06/2014 | 3.13% | 0.63 | 0.65 | 300,000 | 300,000 | 300,000 | 300,000 | 188,944 | 194,944 | 99.09% | 99.09% |