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 | - | - |
26/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/01/2015 | - | 0.03 | 0.05 | 200,000 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/01/2015 | 17.03% | 0.05 | 0.07 | 200,000 | 200,000 | 200,000 | 200,000 | 23,095 | 27,095 | 97.68% | 97.68% |
21/01/2015 | 9.68% | 0.18 | 0.20 | 200,000 | 200,000 | 200,000 | 200,000 | 39,435 | 43,435 | 96.04% | 96.04% |
20/01/2015 | 10.51% | 0.23 | 0.25 | 200,000 | 200,000 | 200,000 | 200,000 | 36,274 | 40,274 | 99.54% | 99.54% |
19/01/2015 | 8.53% | 0.21 | 0.23 | 200,000 | 200,000 | 200,000 | 200,000 | 45,208 | 49,208 | 99.36% | 99.36% |
16/01/2015 | 5.88% | 0.26 | 0.28 | 200,000 | 200,000 | 200,000 | 200,000 | 66,802 | 70,802 | 98.49% | 98.49% |
15/01/2015 | 5.35% | 0.37 | 0.39 | 200,000 | 200,000 | 200,000 | 200,000 | 72,965 | 76,965 | 93.36% | 93.36% |
14/01/2015 | 5.23% | 0.36 | 0.38 | 200,000 | 200,000 | 200,000 | 200,000 | 75,120 | 79,120 | 98.64% | 98.64% |