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 | - | 0.28 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/06/2014 | 3.38% | 0.28 | 0.29 | 250,000 | 250,000 | 250,000 | 250,000 | 72,836 | 75,336 | 98.74% | 98.74% |
18/06/2014 | 3.21% | 0.29 | 0.30 | 250,000 | 250,000 | 250,000 | 250,000 | 76,561 | 79,061 | 84.15% | 84.15% |
17/06/2014 | 3.34% | 0.29 | 0.30 | 250,000 | 250,000 | 249,992 | 249,996 | 73,723 | 76,225 | 91.25% | 91.25% |
16/06/2014 | 3.35% | 0.29 | 0.30 | 250,000 | 250,000 | 249,996 | 249,994 | 73,504 | 76,003 | 95.17% | 95.17% |
13/06/2014 | 3.37% | 0.30 | 0.31 | 250,000 | 250,000 | 249,999 | 249,998 | 72,897 | 75,397 | 97.58% | 97.58% |
12/06/2014 | 3.21% | 0.31 | 0.32 | 250,000 | 250,000 | 249,996 | 249,990 | 76,674 | 79,172 | 100.00% | 100.00% |
11/06/2014 | 3.11% | 0.31 | 0.32 | 250,000 | 250,000 | 249,992 | 249,971 | 79,198 | 81,691 | 99.56% | 99.56% |
10/06/2014 | 2.92% | 0.34 | 0.35 | 250,000 | 250,000 | 250,000 | 250,000 | 84,291 | 86,791 | 99.27% | 99.27% |