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 | 9.86% | 0.32 | 0.35 | 300,000 | 300,000 | 300,000 | 300,000 | 86,841 | 95,841 | 98.90% | 98.90% |
18/12/2014 | 10.01% | 0.29 | 0.32 | 300,000 | 300,000 | 300,000 | 300,000 | 85,447 | 94,447 | 99.61% | 99.61% |
17/12/2014 | 8.74% | 0.32 | 0.35 | 300,000 | 300,000 | 300,000 | 300,000 | 98,634 | 107,634 | 99.11% | 99.11% |
16/12/2014 | 5.52% | 0.28 | 0.31 | 300,000 | 300,000 | 300,000 | 300,000 | 100,918 | 106,730 | 98.95% | 98.95% |
15/12/2014 | 4.66% | 0.30 | 0.31 | 300,000 | 300,000 | 300,000 | 300,000 | 63,555 | 66,555 | 98.11% | 98.11% |
12/12/2014 | 5.29% | 0.20 | 0.21 | 350,000 | 350,000 | 350,000 | 350,000 | 64,664 | 68,164 | 100.00% | 100.00% |
11/12/2014 | 6.81% | 0.13 | 0.14 | 400,000 | 400,000 | 400,000 | 400,000 | 57,311 | 61,311 | 99.56% | 99.56% |
10/12/2014 | 8.35% | 0.14 | 0.15 | 400,000 | 400,000 | 437,632 | 437,632 | 50,833 | 55,209 | 97.53% | 97.53% |
09/12/2014 | 11.60% | 0.11 | 0.12 | 450,000 | 450,000 | 487,326 | 487,564 | 40,307 | 45,209 | 100.00% | 100.00% |