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 | 6.86% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 999,996 | 1,000,000 | 141,113 | 151,114 | 99.75% | 99.75% |
18/12/2014 | 15.44% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 999,978 | 1,000,000 | 61,898 | 71,899 | 99.97% | 99.97% |
17/12/2014 | 22.83% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 39,200 | 49,200 | 100.00% | 100.00% |
16/12/2014 | 53.30% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 15,527 | 25,527 | 98.22% | 99.47% |
15/12/2014 | 18.28% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 999,975 | 1,000,000 | 51,955 | 61,956 | 99.44% | 99.44% |
12/12/2014 | 10.30% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 92,856 | 102,856 | 100.00% | 100.00% |
11/12/2014 | 8.01% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 119,862 | 129,862 | 99.64% | 99.64% |
10/12/2014 | 7.28% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 132,804 | 142,804 | 99.88% | 99.88% |
09/12/2014 | 6.44% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 151,759 | 161,759 | 99.83% | 99.83% |