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 | - | - |
26/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/11/2014 | 6.26% | 0.02 | 0.03 | 750,000 | 750,000 | 749,991 | 749,973 | 132,833 | 140,331 | 65.69% | 65.69% |
24/11/2014 | 2.73% | 0.39 | 0.40 | 750,000 | 750,000 | 749,988 | 749,966 | 274,174 | 281,666 | 99.90% | 99.90% |
21/11/2014 | 1.47% | 0.52 | 0.53 | 750,000 | 750,000 | 749,942 | 750,000 | 520,016 | 527,553 | 99.68% | 99.68% |
20/11/2014 | 0.79% | 1.16 | 1.17 | 750,000 | 750,000 | 749,999 | 749,999 | 945,196 | 952,695 | 98.06% | 98.06% |
19/11/2014 | 0.90% | 1.17 | 1.18 | 750,000 | 750,000 | 750,000 | 750,000 | 829,415 | 836,915 | 99.75% | 99.75% |
18/11/2014 | 0.79% | 1.18 | 1.19 | 750,000 | 750,000 | 750,000 | 749,999 | 952,459 | 959,958 | 99.52% | 99.52% |
17/11/2014 | 0.60% | 1.52 | 1.53 | 750,000 | 750,000 | 750,000 | 750,000 | 1,256,200 | 1,263,700 | 99.48% | 99.48% |
14/11/2014 | 0.59% | 1.66 | 1.67 | 750,000 | 750,000 | 750,000 | 750,000 | 1,265,760 | 1,273,260 | 98.84% | 98.84% |