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 | - | - |
19/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/01/2015 | 0.66% | 2.38 | 2.39 | 100,000 | 100,000 | 100,000 | 100,000 | 237,606 | 239,182 | 15.80% | 15.80% |
14/01/2015 | 0.58% | 2.35 | 2.36 | 100,000 | 100,000 | 100,000 | 100,000 | 236,416 | 237,792 | 99.53% | 99.53% |
13/01/2015 | 0.56% | 2.36 | 2.37 | 100,000 | 100,000 | 100,000 | 100,000 | 235,059 | 236,387 | 100.00% | 100.00% |
12/01/2015 | 0.57% | 2.33 | 2.35 | 100,000 | 100,000 | 100,000 | 100,000 | 233,316 | 234,655 | 99.92% | 99.92% |
09/01/2015 | 0.58% | 2.31 | 2.32 | 100,000 | 100,000 | 98,045 | 98,045 | 229,101 | 230,422 | 99.37% | 99.37% |
08/01/2015 | 0.59% | 2.34 | 2.36 | 100,000 | 100,000 | 100,000 | 100,000 | 236,023 | 237,426 | 99.71% | 99.71% |
07/01/2015 | 0.54% | 2.33 | 2.34 | 100,000 | 100,000 | 100,000 | 100,000 | 231,069 | 232,313 | 97.42% | 97.42% |