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 | 97.23% | 0.01 | 0.01 | 50,000 | 50,000 | 50,000 | 50,000 | 542 | 1,542 | 22.43% | 100.00% |
18/12/2014 | 86.09% | 0.01 | 0.03 | 50,000 | 50,000 | 50,000 | 50,000 | 720 | 1,720 | 93.74% | 100.00% |
17/12/2014 | - | - | 0.02 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/12/2014 | - | - | 0.02 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/12/2014 | 52.32% | 0.01 | 0.03 | 50,000 | 50,000 | 50,000 | 50,000 | 1,753 | 2,753 | 99.16% | 99.72% |
12/12/2014 | 22.95% | 0.11 | 0.13 | 50,000 | 50,000 | 50,000 | 50,000 | 3,970 | 4,970 | 100.00% | 100.00% |
11/12/2014 | 22.10% | 0.11 | 0.13 | 50,000 | 50,000 | 50,000 | 50,000 | 4,107 | 5,107 | 100.00% | 100.00% |
10/12/2014 | 18.82% | 0.09 | 0.11 | 50,000 | 50,000 | 50,000 | 50,000 | 4,830 | 5,830 | 100.00% | 100.00% |
09/12/2014 | 16.06% | 0.10 | 0.12 | 50,000 | 50,000 | 50,000 | 50,000 | 5,752 | 6,752 | 99.43% | 99.43% |