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 | - | - |
16/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/01/2015 | 1.42% | 0.55 | 0.56 | 80,000 | 80,000 | 80,000 | 80,000 | 55,851 | 56,651 | 16.37% | 16.37% |
14/01/2015 | 1.42% | 0.68 | 0.69 | 77,900 | 80,000 | 79,984 | 80,000 | 55,969 | 56,780 | 99.55% | 99.55% |
13/01/2015 | 1.43% | 0.72 | 0.73 | 80,000 | 80,000 | 80,000 | 80,000 | 55,448 | 56,248 | 99.85% | 99.85% |
12/01/2015 | 1.48% | 0.66 | 0.67 | 80,000 | 80,000 | 79,826 | 80,000 | 53,530 | 54,444 | 99.74% | 99.74% |
09/01/2015 | 1.49% | 0.64 | 0.65 | 80,000 | 80,000 | 80,000 | 80,000 | 53,274 | 54,074 | 98.85% | 98.85% |
08/01/2015 | 1.58% | 0.65 | 0.66 | 80,000 | 80,000 | 80,000 | 80,000 | 50,118 | 50,918 | 99.67% | 99.67% |
07/01/2015 | 1.69% | 0.56 | 0.57 | 80,000 | 80,000 | 80,000 | 80,000 | 47,000 | 47,800 | 99.96% | 99.96% |
06/01/2015 | 1.74% | 0.58 | 0.59 | 80,000 | 80,000 | 80,000 | 79,979 | 45,511 | 46,299 | 99.90% | 99.90% |