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 | - | - |
27/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/11/2014 | 11.34% | 0.04 | 0.05 | 625,000 | 625,000 | 625,000 | 625,000 | 53,302 | 59,552 | 99.68% | 99.68% |
24/11/2014 | 8.57% | 0.11 | 0.12 | 625,000 | 625,000 | 625,000 | 625,000 | 69,928 | 76,178 | 99.30% | 99.30% |
21/11/2014 | 7.60% | 0.14 | 0.15 | 625,000 | 625,000 | 625,000 | 625,000 | 80,862 | 87,112 | 99.88% | 99.88% |
20/11/2014 | 9.58% | 0.10 | 0.11 | 625,000 | 625,000 | 625,000 | 625,000 | 62,579 | 68,829 | 99.11% | 99.11% |
19/11/2014 | 9.75% | 0.11 | 0.12 | 625,000 | 625,000 | 625,000 | 625,000 | 62,083 | 68,333 | 99.52% | 99.52% |
18/11/2014 | 10.05% | 0.09 | 0.10 | 625,000 | 625,000 | 625,000 | 625,000 | 60,519 | 66,769 | 99.42% | 99.42% |
17/11/2014 | 8.35% | 0.13 | 0.14 | 625,000 | 625,000 | 625,000 | 625,000 | 71,915 | 78,165 | 100.00% | 100.00% |