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 | 5.55% | 0.14 | 0.15 | 100,000 | 100,000 | 100,000 | 100,000 | 17,594 | 18,594 | 6.26% | 6.27% |
22/01/2015 | 3.91% | 0.23 | 0.24 | 100,000 | 100,000 | 100,000 | 100,000 | 25,173 | 26,173 | 89.95% | 89.95% |
21/01/2015 | 2.82% | 0.30 | 0.31 | 100,000 | 100,000 | 100,000 | 100,000 | 35,039 | 36,039 | 91.07% | 91.07% |
20/01/2015 | 2.88% | 0.36 | 0.37 | 100,000 | 100,000 | 100,000 | 100,000 | 34,264 | 35,264 | 100.00% | 100.00% |
19/01/2015 | 2.81% | 0.36 | 0.37 | 100,000 | 100,000 | 100,000 | 100,000 | 35,141 | 36,141 | 98.10% | 98.10% |
16/01/2015 | 2.22% | 0.37 | 0.38 | 100,000 | 100,000 | 100,000 | 100,000 | 44,784 | 45,784 | 98.05% | 98.05% |
15/01/2015 | 1.89% | 0.49 | 0.50 | 100,000 | 100,000 | 100,000 | 100,000 | 52,741 | 53,741 | 88.99% | 88.99% |
14/01/2015 | 1.63% | 0.63 | 0.64 | 100,000 | 100,000 | 100,000 | 100,000 | 61,030 | 62,030 | 98.11% | 98.11% |