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 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.93% |
18/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.58% |
17/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.35% |
15/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.08% |
12/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
11/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 97.97% |
10/12/2014 | 100.00% | 0.01 | 0.02 | 380,000 | 560,000 | 380,000 | 380,000 | 3,800 | 11,400 | 0.58% | 96.83% |
09/12/2014 | 99.72% | 0.01 | 0.02 | 330,000 | 330,000 | 311,090 | 311,090 | 3,126 | 9,333 | 28.58% | 94.85% |