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 | - | - |
18/12/2014 | 1.82% | 0.56 | 0.57 | 200,000 | 200,000 | 200,000 | 200,000 | 109,040 | 111,040 | 96.04% | 96.04% |
17/12/2014 | 1.91% | 0.51 | 0.52 | 250,000 | 250,000 | 249,738 | 249,738 | 129,748 | 132,245 | 97.95% | 97.95% |
16/12/2014 | 1.95% | 0.51 | 0.52 | 250,000 | 250,000 | 250,000 | 250,000 | 127,196 | 129,696 | 96.35% | 96.35% |
15/12/2014 | 1.85% | 0.50 | 0.51 | 250,000 | 250,000 | 250,000 | 250,000 | 134,246 | 136,746 | 97.30% | 97.30% |
12/12/2014 | 2.06% | 0.48 | 0.49 | 250,000 | 250,000 | 250,000 | 250,000 | 119,934 | 122,434 | 98.59% | 98.59% |
11/12/2014 | 1.99% | 0.52 | 0.53 | 250,000 | 250,000 | 250,000 | 250,000 | 124,753 | 127,253 | 72.69% | 72.69% |
10/12/2014 | 1.20% | 0.72 | 0.73 | 250,000 | 250,000 | 250,000 | 250,000 | 208,835 | 211,335 | 90.48% | 90.48% |
09/12/2014 | 1.01% | 0.90 | 0.91 | 250,000 | 250,000 | 250,000 | 250,000 | 245,963 | 248,463 | 97.59% | 97.59% |
08/12/2014 | 0.92% | 1.05 | 1.06 | 250,000 | 250,000 | 250,000 | 250,000 | 270,379 | 272,879 | 99.39% | 99.39% |