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 | - | - |
19/09/2014 | 9,58% | 0,11 | 0,12 | 750 000 | 750 000 | 750 000 | 750 000 | 81 265 | 88 765 | 100,00% | 100,00% |
18/09/2014 | 2,54% | 0,31 | 0,32 | 750 000 | 750 000 | 750 000 | 749 986 | 296 549 | 304 044 | 95,82% | 95,82% |
17/09/2014 | 1,70% | 0,59 | 0,60 | 750 000 | 750 000 | 750 000 | 750 000 | 438 560 | 446 060 | 98,67% | 98,67% |
16/09/2014 | 1,38% | 0,74 | 0,75 | 750 000 | 750 000 | 750 000 | 750 000 | 538 607 | 546 107 | 98,22% | 98,22% |
15/09/2014 | 1,57% | 0,63 | 0,64 | 750 000 | 750 000 | 750 000 | 750 000 | 474 343 | 481 843 | 99,02% | 99,02% |
12/09/2014 | 1,60% | 0,68 | 0,69 | 750 000 | 750 000 | 750 000 | 750 000 | 465 915 | 473 415 | 98,04% | 98,04% |
11/09/2014 | 1,83% | 0,59 | 0,60 | 750 000 | 750 000 | 749 997 | 750 000 | 410 237 | 417 738 | 92,88% | 92,88% |
10/09/2014 | 1,79% | 0,54 | 0,55 | 750 000 | 750 000 | 750 000 | 750 000 | 418 581 | 426 081 | 98,27% | 98,27% |
09/09/2014 | 2,24% | 0,49 | 0,50 | 750 000 | 750 000 | 750 000 | 749 999 | 334 792 | 342 291 | 96,50% | 96,50% |