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 | - | - |
23/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/12/2014 | 2.07% | 1.59 | 1.64 | 10,000 | 10,000 | 10,000 | 10,000 | 19,181 | 19,581 | 96.14% | 98.01% |
18/12/2014 | 1.68% | 2.17 | 2.21 | 10,000 | 10,000 | 10,000 | 10,000 | 23,692 | 24,092 | 96.85% | 96.85% |
17/12/2014 | 1.47% | 2.77 | 2.81 | 10,000 | 10,000 | 10,000 | 10,000 | 27,001 | 27,401 | 95.63% | 95.63% |
16/12/2014 | 1.24% | 2.75 | 2.79 | 10,000 | 10,000 | 10,000 | 10,000 | 32,085 | 32,485 | 81.61% | 81.61% |
15/12/2014 | 1.50% | 3.00 | 3.04 | 10,000 | 10,000 | 10,000 | 10,000 | 26,502 | 26,902 | 47.27% | 47.27% |
12/12/2014 | 1.73% | 2.40 | 2.44 | 10,000 | 10,000 | 10,000 | 10,000 | 22,883 | 23,283 | 99.49% | 99.49% |
11/12/2014 | 1.79% | 2.01 | 2.05 | 10,000 | 10,000 | 10,000 | 10,000 | 22,220 | 22,620 | 87.25% | 87.25% |