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 | 6.32% | 0.17 | 0.18 | 250,000 | 250,000 | 250,000 | 250,000 | 38,488 | 40,988 | 97.60% | 97.60% |
17/12/2014 | 7.88% | 0.11 | 0.12 | 300,000 | 300,000 | 300,000 | 300,000 | 37,419 | 40,419 | 99.53% | 99.53% |
16/12/2014 | 8.32% | 0.12 | 0.13 | 350,000 | 350,000 | 311,897 | 311,897 | 37,238 | 40,357 | 98.20% | 98.20% |
15/12/2014 | 6.48% | 0.12 | 0.13 | 300,000 | 300,000 | 319,033 | 319,033 | 48,443 | 51,633 | 98.72% | 98.72% |
12/12/2014 | 7.80% | 0.12 | 0.13 | 400,000 | 400,000 | 362,319 | 362,319 | 44,754 | 48,377 | 99.16% | 99.16% |
11/12/2014 | 6.82% | 0.16 | 0.17 | 350,000 | 350,000 | 367,513 | 367,513 | 52,186 | 55,861 | 73.50% | 73.50% |
10/12/2014 | 2.25% | 0.33 | 0.34 | 250,000 | 250,000 | 250,000 | 250,000 | 112,240 | 114,740 | 97.20% | 97.20% |
09/12/2014 | 1.68% | 0.51 | 0.52 | 250,000 | 250,000 | 250,000 | 250,000 | 148,580 | 151,080 | 99.49% | 99.49% |
08/12/2014 | 1.44% | 0.66 | 0.67 | 250,000 | 250,000 | 250,000 | 250,000 | 172,874 | 175,374 | 99.52% | 99.52% |