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 | 2.18% | 0.47 | 0.48 | 250,000 | 250,000 | 250,000 | 250,000 | 113,722 | 116,222 | 96.14% | 96.14% |
17/12/2014 | 2.30% | 0.42 | 0.43 | 250,000 | 250,000 | 250,000 | 250,000 | 107,405 | 109,905 | 98.01% | 98.01% |
16/12/2014 | 2.37% | 0.42 | 0.43 | 250,000 | 250,000 | 250,000 | 250,000 | 104,734 | 107,234 | 95.94% | 95.94% |
15/12/2014 | 2.22% | 0.41 | 0.42 | 250,000 | 250,000 | 250,000 | 250,000 | 111,770 | 114,270 | 97.11% | 97.11% |
12/12/2014 | 2.52% | 0.39 | 0.40 | 250,000 | 250,000 | 250,000 | 250,000 | 97,960 | 100,460 | 98.33% | 98.33% |
11/12/2014 | 2.40% | 0.43 | 0.44 | 250,000 | 250,000 | 250,000 | 250,000 | 102,968 | 105,468 | 72.19% | 72.19% |
10/12/2014 | 1.34% | 0.63 | 0.64 | 250,000 | 250,000 | 250,000 | 250,000 | 186,453 | 188,953 | 90.84% | 90.84% |
09/12/2014 | 1.12% | 0.81 | 0.82 | 250,000 | 250,000 | 250,000 | 250,000 | 223,365 | 225,865 | 97.64% | 97.64% |
08/12/2014 | 1.00% | 0.96 | 0.97 | 250,000 | 250,000 | 250,000 | 250,000 | 247,899 | 250,399 | 99.09% | 99.09% |