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 | - | - |
08/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
07/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
06/01/2015 | 5.68% | 0.19 | 0.20 | 500,000 | 500,000 | 499,985 | 500,000 | 86,110 | 91,112 | 99.73% | 99.73% |
05/01/2015 | 5.11% | 0.20 | 0.21 | 500,000 | 500,000 | 500,000 | 500,000 | 96,247 | 101,247 | 100.00% | 100.00% |
30/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/12/2014 | 2.16% | 0.45 | 0.46 | 500,000 | 500,000 | 500,000 | 500,000 | 228,843 | 233,843 | 95.58% | 95.58% |
23/12/2014 | 2.07% | 0.45 | 0.46 | 500,000 | 500,000 | 500,000 | 499,985 | 239,138 | 244,131 | 99.10% | 99.10% |
22/12/2014 | 1.89% | 0.53 | 0.54 | 494,000 | 500,000 | 499,991 | 500,000 | 262,364 | 267,368 | 100.00% | 100.00% |
19/12/2014 | 1.82% | 0.51 | 0.52 | 500,000 | 500,000 | 500,000 | 500,000 | 271,633 | 276,633 | 100.00% | 100.00% |