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 | 4.19% | 0.20 | 0.21 | 400,000 | 400,000 | 400,000 | 400,000 | 94,343 | 98,343 | 46.88% | 46.88% |
22/01/2015 | 2.76% | 0.34 | 0.35 | 400,000 | 400,000 | 400,000 | 400,000 | 143,813 | 147,813 | 99.73% | 99.73% |
21/01/2015 | 2.33% | 0.42 | 0.43 | 400,000 | 400,000 | 399,997 | 399,997 | 171,023 | 175,023 | 99.71% | 99.71% |
20/01/2015 | 1.81% | 0.57 | 0.58 | 400,000 | 400,000 | 400,000 | 400,000 | 219,303 | 223,303 | 99.50% | 99.50% |
19/01/2015 | 1.96% | 0.61 | 0.62 | 400,000 | 400,000 | 400,000 | 399,997 | 204,759 | 208,757 | 100.00% | 100.00% |
16/01/2015 | 2.08% | 0.29 | 0.30 | 400,000 | 400,000 | 399,997 | 399,995 | 203,119 | 207,118 | 99.59% | 99.59% |
15/01/2015 | 2.62% | 0.67 | 0.70 | 400,000 | 400,000 | 400,000 | 400,000 | 598,444 | 608,621 | 34.67% | 34.67% |
14/01/2015 | 0.82% | 2.43 | 2.45 | 400,000 | 400,000 | 400,000 | 400,000 | 972,000 | 980,000 | 100.00% | 100.00% |