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 | - | - |
19/12/2014 | 0.91% | 2.18 | 2.20 | 500,000 | 500,000 | 500,000 | 500,000 | 1,099,500 | 1,109,500 | 99.17% | 99.17% |
18/12/2014 | 0.95% | 2.13 | 2.15 | 500,000 | 500,000 | 500,000 | 500,000 | 1,044,380 | 1,054,380 | 87.20% | 87.20% |
17/12/2014 | 1.05% | 1.92 | 1.94 | 500,000 | 500,000 | 500,000 | 500,000 | 949,002 | 959,002 | 89.38% | 89.38% |
16/12/2014 | 1.08% | 1.91 | 1.93 | 500,000 | 500,000 | 500,000 | 500,000 | 923,868 | 933,868 | 91.68% | 91.68% |
15/12/2014 | 0.99% | 1.92 | 1.94 | 500,000 | 500,000 | 500,000 | 500,000 | 1,009,930 | 1,019,930 | 93.35% | 93.35% |
12/12/2014 | 0.96% | 2.07 | 2.09 | 500,000 | 500,000 | 500,000 | 500,000 | 1,033,380 | 1,043,380 | 99.93% | 99.93% |
11/12/2014 | 0.95% | 2.12 | 2.14 | 500,000 | 500,000 | 500,000 | 500,000 | 1,047,640 | 1,057,640 | 100.00% | 100.00% |
10/12/2014 | 0.94% | 2.12 | 2.14 | 500,000 | 500,000 | 500,000 | 500,000 | 1,061,350 | 1,071,350 | 100.00% | 100.00% |
09/12/2014 | 0.92% | 2.09 | 2.11 | 500,000 | 500,000 | 500,000 | 500,000 | 1,085,420 | 1,095,420 | 99.50% | 99.50% |