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 | - | - |
23/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/12/2014 | 4.16% | 0.22 | 0.23 | 100,000 | 100,000 | 100,000 | 100,000 | 23,550 | 24,550 | 98.89% | 98.89% |
18/12/2014 | 3.42% | 0.26 | 0.27 | 100,000 | 100,000 | 100,000 | 100,000 | 28,768 | 29,768 | 99.91% | 99.91% |
17/12/2014 | 2.66% | 0.37 | 0.38 | 100,000 | 100,000 | 100,000 | 100,000 | 37,082 | 38,082 | 100.00% | 100.00% |
16/12/2014 | 2.35% | 0.37 | 0.38 | 100,000 | 100,000 | 100,000 | 100,000 | 42,162 | 43,162 | 100.00% | 100.00% |
15/12/2014 | 3.04% | 0.39 | 0.40 | 100,000 | 100,000 | 100,000 | 100,000 | 32,534 | 33,534 | 99.73% | 99.73% |
12/12/2014 | 3.50% | 0.30 | 0.31 | 100,000 | 100,000 | 100,000 | 100,000 | 28,142 | 29,142 | 100.00% | 100.00% |
11/12/2014 | 3.72% | 0.24 | 0.25 | 100,000 | 100,000 | 100,000 | 100,000 | 26,462 | 27,462 | 100.00% | 100.00% |