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 | - | - | 0.04 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 99.96% |
18/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.28% |
17/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.88% |
16/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.61% |
15/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.63% |
12/12/2014 | 100.00% | 0.01 | 0.02 | 940,000 | 1,000,000 | 940,000 | 940,000 | 9,400 | 28,200 | 32.08% | 97.84% |
11/12/2014 | 93.99% | 0.01 | 0.03 | 660,000 | 660,000 | 560,606 | 560,609 | 6,017 | 16,818 | 96.63% | 96.63% |
10/12/2014 | 91.56% | 0.01 | 0.03 | 290,000 | 290,000 | 285,145 | 285,145 | 3,252 | 8,554 | 65.98% | 65.98% |
09/12/2014 | 99.73% | 0.01 | 0.03 | 280,000 | 280,000 | 261,663 | 261,663 | 2,629 | 7,850 | 56.56% | 56.56% |