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 | 8.66% | 0.30 | 0.33 | 50,000 | 50,000 | 50,000 | 50,000 | 16,646 | 18,146 | 100.00% | 100.00% |
18/12/2014 | 8.66% | 0.32 | 0.35 | 50,000 | 50,000 | 50,000 | 50,000 | 16,613 | 18,113 | 100.00% | 100.00% |
17/12/2014 | 13.21% | 0.23 | 0.26 | 50,000 | 50,000 | 50,000 | 50,000 | 10,621 | 12,121 | 100.00% | 100.00% |
16/12/2014 | 17.78% | 0.21 | 0.24 | 50,000 | 50,000 | 50,000 | 50,000 | 7,800 | 9,300 | 100.00% | 100.00% |
15/12/2014 | 9.36% | 0.24 | 0.27 | 50,000 | 50,000 | 50,000 | 50,000 | 15,607 | 17,107 | 99.72% | 99.72% |
12/12/2014 | 7.32% | 0.45 | 0.48 | 50,000 | 50,000 | 50,000 | 50,000 | 19,802 | 21,302 | 100.00% | 100.00% |
11/12/2014 | 7.44% | 0.44 | 0.47 | 50,000 | 50,000 | 50,000 | 50,000 | 19,496 | 20,996 | 100.00% | 100.00% |
10/12/2014 | 7.12% | 0.40 | 0.43 | 50,000 | 50,000 | 50,000 | 50,000 | 20,339 | 21,839 | 100.00% | 100.00% |
09/12/2014 | 6.78% | 0.41 | 0.44 | 50,000 | 50,000 | 50,000 | 50,000 | 21,405 | 22,905 | 99.43% | 99.43% |