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 | - | 0.33 | 0.34 | 200,000 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/11/2014 | 3.86% | 0.34 | 0.36 | 200,000 | 200,000 | 200,000 | 200,000 | 77,888 | 80,942 | 100.00% | 100.00% |
27/11/2014 | 4.04% | 0.40 | 0.42 | 200,000 | 200,000 | 200,000 | 200,000 | 83,249 | 86,685 | 98.67% | 98.67% |
26/11/2014 | 3.56% | 0.42 | 0.44 | 200,000 | 200,000 | 200,000 | 200,000 | 84,871 | 87,955 | 100.00% | 100.00% |
25/11/2014 | 2.92% | 0.46 | 0.47 | 200,000 | 200,000 | 200,000 | 200,000 | 86,966 | 89,540 | 100.00% | 100.00% |
24/11/2014 | 3.45% | 0.43 | 0.44 | 200,000 | 200,000 | 200,000 | 200,000 | 83,253 | 86,173 | 100.00% | 100.00% |
21/11/2014 | 3.56% | 0.40 | 0.41 | 200,000 | 200,000 | 200,000 | 200,000 | 82,382 | 85,364 | 100.00% | 100.00% |
20/11/2014 | 3.24% | 0.44 | 0.46 | 200,000 | 200,000 | 200,000 | 200,000 | 89,179 | 92,120 | 100.00% | 100.00% |