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 | - | - |
26/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/01/2015 | 2.44% | 0.96 | 0.99 | 10,000 | 10,000 | 10,000 | 10,000 | 12,216 | 12,516 | 49.12% | 49.12% |
22/01/2015 | 1.40% | 1.78 | 1.81 | 10,000 | 10,000 | 8,331 | 9,464 | 17,988 | 20,847 | 88.13% | 88.13% |
21/01/2015 | 1.13% | 2.34 | 2.37 | 10,000 | 10,000 | 10,000 | 10,000 | 26,345 | 26,645 | 91.26% | 91.26% |
20/01/2015 | 1.15% | 2.67 | 2.70 | 10,000 | 10,000 | 10,000 | 10,000 | 25,986 | 26,286 | 96.67% | 96.67% |
19/01/2015 | 1.05% | 2.87 | 2.90 | 10,000 | 10,000 | 10,000 | 10,000 | 28,405 | 28,705 | 95.46% | 95.46% |
16/01/2015 | 0.89% | 2.94 | 2.97 | 10,000 | 10,000 | 10,000 | 10,000 | 33,797 | 34,097 | 85.73% | 85.73% |
15/01/2015 | 0.75% | 3.60 | 3.63 | 10,000 | 10,000 | 10,000 | 10,000 | 40,322 | 40,622 | 66.86% | 66.86% |
14/01/2015 | 0.64% | 4.90 | 4.93 | 10,000 | 10,000 | 10,000 | 10,000 | 46,570 | 46,870 | 85.19% | 85.19% |