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 | - | - |
02/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
01/12/2014 | 3.82% | 0.24 | 0.25 | 750,000 | 750,000 | 750,000 | 750,000 | 192,647 | 200,147 | 1.44% | 1.44% |
28/11/2014 | 2.97% | 0.30 | 0.31 | 750,000 | 750,000 | 750,000 | 749,940 | 250,553 | 258,033 | 99.90% | 99.90% |
27/11/2014 | 3.72% | 0.28 | 0.29 | 750,000 | 750,000 | 749,894 | 749,942 | 202,350 | 209,865 | 99.97% | 99.97% |
26/11/2014 | 2.31% | 0.44 | 0.45 | 750,000 | 750,000 | 749,929 | 749,863 | 322,746 | 330,221 | 99.64% | 99.64% |
25/11/2014 | 1.89% | 0.57 | 0.58 | 750,000 | 750,000 | 749,935 | 749,893 | 396,735 | 404,220 | 99.75% | 99.75% |
24/11/2014 | 1.40% | 0.74 | 0.75 | 750,000 | 750,000 | 749,998 | 749,998 | 532,419 | 539,919 | 99.85% | 99.85% |
21/11/2014 | 0.96% | 0.88 | 0.89 | 750,000 | 750,000 | 749,998 | 749,960 | 788,004 | 795,466 | 99.65% | 99.65% |
20/11/2014 | 0.62% | 1.52 | 1.53 | 750,000 | 750,000 | 750,000 | 749,998 | 1,215,240 | 1,222,740 | 98.03% | 98.03% |