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 | - | - |
22/09/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0,00% | 0,00% |
19/09/2014 | - | 0,01 | 0,05 | 750 000 | 750 000 | 0 | 0 | 0 | 0 | 0,00% | 0,00% |
18/09/2014 | 6,66% | 0,07 | 0,08 | 750 000 | 750 000 | 749 933 | 749 858 | 122 765 | 130 245 | 95,87% | 95,87% |
17/09/2014 | 2,87% | 0,35 | 0,36 | 700 000 | 750 000 | 749 765 | 749 846 | 258 245 | 265 772 | 98,66% | 98,66% |
16/09/2014 | 2,09% | 0,50 | 0,51 | 750 000 | 750 000 | 749 973 | 749 985 | 355 403 | 362 908 | 98,20% | 98,20% |
15/09/2014 | 2,59% | 0,38 | 0,39 | 750 000 | 750 000 | 749 970 | 749 851 | 287 937 | 295 387 | 99,01% | 99,01% |
12/09/2014 | 2,71% | 0,42 | 0,43 | 750 000 | 750 000 | 749 883 | 749 983 | 274 998 | 282 535 | 98,05% | 98,05% |
11/09/2014 | 3,19% | 0,33 | 0,34 | 750 000 | 750 000 | 749 918 | 749 975 | 237 740 | 245 260 | 92,89% | 92,89% |
10/09/2014 | 3,09% | 0,31 | 0,32 | 750 000 | 750 000 | 749 997 | 749 973 | 243 449 | 250 942 | 98,27% | 98,27% |