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 | - | - |
19/12/2014 | 1.57% | 1.25 | 1.27 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,266,670 | 1,286,670 | 99.76% | 99.76% |
18/12/2014 | 1.72% | 1.19 | 1.21 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,154,880 | 1,174,880 | 99.97% | 99.97% |
17/12/2014 | 2.06% | 0.99 | 1.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 962,748 | 982,748 | 100.00% | 100.00% |
16/12/2014 | 2.17% | 0.98 | 1.00 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 913,461 | 933,461 | 99.47% | 99.47% |
15/12/2014 | 1.83% | 0.98 | 1.00 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,081,960 | 1,101,960 | 99.45% | 99.45% |
12/12/2014 | 1.75% | 1.14 | 1.16 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,132,130 | 1,152,130 | 100.00% | 100.00% |
11/12/2014 | 1.71% | 1.18 | 1.20 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,162,180 | 1,182,180 | 99.64% | 99.64% |
10/12/2014 | 1.67% | 1.18 | 1.20 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,190,100 | 1,210,100 | 99.80% | 99.80% |
09/12/2014 | 1.61% | 1.16 | 1.18 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,237,180 | 1,257,180 | 99.83% | 99.83% |