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 | - | - |
24/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/11/2014 | 5.10% | 0.38 | 0.40 | 25,000 | 25,000 | 25,000 | 25,000 | 9,564 | 10,064 | 28.85% | 37.32% |
20/11/2014 | 4.75% | 0.41 | 0.43 | 25,000 | 25,000 | 25,000 | 25,000 | 10,267 | 10,767 | 99.21% | 99.21% |
19/11/2014 | 4.85% | 0.41 | 0.43 | 25,000 | 25,000 | 25,000 | 25,000 | 10,069 | 10,569 | 100.00% | 100.00% |
18/11/2014 | 4.73% | 0.42 | 0.44 | 25,000 | 25,000 | 25,000 | 25,000 | 10,318 | 10,818 | 99.95% | 99.95% |
17/11/2014 | 4.23% | 0.45 | 0.47 | 25,000 | 25,000 | 25,000 | 25,000 | 11,568 | 12,068 | 100.00% | 100.00% |
14/11/2014 | 4.52% | 0.44 | 0.46 | 25,000 | 25,000 | 25,000 | 25,000 | 10,821 | 11,321 | 100.00% | 100.00% |
13/11/2014 | 4.26% | 0.44 | 0.46 | 25,000 | 25,000 | 25,000 | 25,000 | 11,500 | 12,000 | 100.00% | 100.00% |
12/11/2014 | 3.92% | 0.49 | 0.51 | 25,000 | 25,000 | 25,000 | 25,000 | 12,497 | 12,997 | 95.56% | 95.56% |