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 | - | - |
27/10/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0,00% | 0,00% |
23/10/2014 | 2,29% | 0,20 | 0,21 | 750 000 | 750 000 | 749 999 | 750 000 | 333 930 | 341 430 | 92,99% | 92,99% |
22/10/2014 | 1,73% | 0,53 | 0,54 | 750 000 | 750 000 | 749 998 | 750 000 | 432 682 | 440 183 | 97,08% | 97,08% |
21/10/2014 | 1,26% | 0,68 | 0,69 | 750 000 | 750 000 | 748 801 | 750 000 | 595 861 | 604 213 | 98,80% | 98,80% |
20/10/2014 | 1,02% | 1,00 | 1,01 | 750 000 | 750 000 | 750 000 | 750 000 | 736 209 | 743 709 | 99,76% | 99,76% |
17/10/2014 | 0,99% | 0,79 | 0,80 | 750 000 | 750 000 | 750 000 | 750 000 | 757 864 | 765 364 | 96,30% | 96,30% |
16/10/2014 | 0,66% | 1,43 | 1,44 | 750 000 | 750 000 | 750 000 | 750 000 | 1 151 520 | 1 159 020 | 74,64% | 74,64% |
15/10/2014 | 0,96% | 1,26 | 1,27 | 750 000 | 750 000 | 750 000 | 749 996 | 791 351 | 798 846 | 85,87% | 85,87% |
14/10/2014 | 1,11% | 0,79 | 0,80 | 750 000 | 750 000 | 750 000 | 749 999 | 675 896 | 683 396 | 86,94% | 86,94% |