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 | 5.46% | 0.18 | 0.19 | 100,000 | 100,000 | 100,000 | 100,000 | 17,821 | 18,821 | 100.00% | 100.00% |
18/12/2014 | 8.13% | 0.13 | 0.14 | 100,000 | 100,000 | 100,000 | 100,000 | 12,015 | 13,015 | 100.00% | 100.00% |
17/12/2014 | 11.83% | 0.08 | 0.09 | 100,000 | 100,000 | 100,000 | 100,000 | 8,105 | 9,105 | 100.00% | 100.00% |
16/12/2014 | 23.82% | 0.07 | 0.08 | 100,000 | 100,000 | 100,000 | 100,000 | 3,948 | 4,948 | 100.00% | 100.00% |
15/12/2014 | 11.46% | 0.05 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 8,410 | 9,410 | 99.72% | 99.72% |
12/12/2014 | 12.70% | 0.07 | 0.08 | 100,000 | 100,000 | 99,885 | 99,885 | 7,451 | 8,452 | 100.00% | 100.00% |
11/12/2014 | 9.51% | 0.10 | 0.11 | 100,000 | 100,000 | 100,000 | 100,000 | 10,068 | 11,068 | 100.00% | 100.00% |
10/12/2014 | 7.32% | 0.13 | 0.14 | 100,000 | 100,000 | 100,000 | 100,000 | 13,204 | 14,204 | 100.00% | 100.00% |
09/12/2014 | 7.77% | 0.12 | 0.13 | 100,000 | 100,000 | 100,000 | 100,000 | 12,393 | 13,393 | 99.39% | 99.39% |