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 | - | - |
22/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/12/2014 | 4.43% | 0.13 | 0.14 | 250,000 | 250,000 | 250,000 | 250,000 | 56,719 | 59,219 | 78.30% | 78.30% |
18/12/2014 | 2.92% | 0.30 | 0.31 | 250,000 | 250,000 | 250,000 | 250,000 | 85,166 | 87,666 | 99.76% | 99.76% |
17/12/2014 | 3.47% | 0.31 | 0.32 | 250,000 | 250,000 | 250,000 | 250,000 | 71,001 | 73,501 | 99.72% | 99.72% |
16/12/2014 | 3.03% | 0.28 | 0.29 | 250,000 | 250,000 | 250,000 | 250,000 | 82,338 | 84,838 | 99.66% | 99.66% |
15/12/2014 | 2.12% | 0.40 | 0.41 | 250,000 | 250,000 | 250,000 | 250,000 | 117,414 | 119,914 | 99.64% | 99.64% |
12/12/2014 | 3.03% | 0.37 | 0.38 | 250,000 | 250,000 | 250,000 | 250,000 | 81,638 | 84,138 | 100.00% | 100.00% |
11/12/2014 | 2.91% | 0.35 | 0.36 | 250,000 | 250,000 | 250,000 | 250,000 | 85,019 | 87,519 | 99.50% | 99.50% |
10/12/2014 | 3.74% | 0.30 | 0.31 | 250,000 | 250,000 | 250,000 | 250,000 | 65,833 | 68,333 | 97.97% | 97.97% |