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 | 0.69% | 1.98 | 1.99 | 100,000 | 100,000 | 100,000 | 100,000 | 197,630 | 198,990 | 15.80% | 15.80% |
14/01/2015 | 0.68% | 1.95 | 1.96 | 100,000 | 100,000 | 100,000 | 100,000 | 196,416 | 197,759 | 99.54% | 99.54% |
13/01/2015 | 0.68% | 1.96 | 1.97 | 100,000 | 100,000 | 100,000 | 100,000 | 195,071 | 196,392 | 100.00% | 100.00% |
12/01/2015 | 0.69% | 1.93 | 1.95 | 100,000 | 100,000 | 100,000 | 100,000 | 193,322 | 194,663 | 99.94% | 99.94% |
09/01/2015 | 0.69% | 1.91 | 1.92 | 100,000 | 100,000 | 98,047 | 98,047 | 189,895 | 191,216 | 99.36% | 99.36% |
08/01/2015 | 0.64% | 1.94 | 1.96 | 100,000 | 100,000 | 100,000 | 100,000 | 196,034 | 197,295 | 99.71% | 99.71% |
07/01/2015 | 0.65% | 1.93 | 1.94 | 100,000 | 100,000 | 100,000 | 100,000 | 191,088 | 192,331 | 97.42% | 97.42% |