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 | - | 0,02 | 0,04 | 750 000 | 750 000 | 0 | 0 | 0 | 0 | 0,00% | 0,00% |
18/09/2014 | 3,73% | 0,19 | 0,20 | 750 000 | 750 000 | 750 000 | 749 974 | 204 229 | 211 723 | 95,81% | 95,81% |
17/09/2014 | 2,15% | 0,47 | 0,48 | 750 000 | 750 000 | 749 989 | 750 000 | 345 728 | 353 233 | 98,66% | 98,66% |
16/09/2014 | 1,70% | 0,62 | 0,63 | 750 000 | 750 000 | 749 951 | 750 000 | 438 435 | 445 964 | 98,25% | 98,25% |
15/09/2014 | 2,01% | 0,49 | 0,50 | 750 000 | 750 000 | 750 000 | 750 000 | 371 450 | 378 950 | 99,02% | 99,02% |
12/09/2014 | 2,08% | 0,53 | 0,54 | 750 000 | 750 000 | 749 966 | 750 000 | 358 689 | 366 205 | 98,05% | 98,05% |
11/09/2014 | 2,37% | 0,45 | 0,46 | 750 000 | 750 000 | 749 988 | 750 000 | 318 299 | 325 805 | 92,89% | 92,89% |
10/09/2014 | 2,28% | 0,41 | 0,42 | 750 000 | 750 000 | 749 970 | 749 948 | 328 136 | 335 628 | 98,27% | 98,27% |
09/09/2014 | 3,07% | 0,37 | 0,38 | 750 000 | 750 000 | 750 000 | 750 000 | 244 514 | 252 014 | 96,50% | 96,50% |