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 | - | - |
24/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/11/2014 | 8.49% | 0.10 | 0.11 | 500,000 | 500,000 | 500,000 | 500,000 | 56,537 | 61,537 | 63.62% | 63.63% |
20/11/2014 | 6.46% | 0.15 | 0.16 | 500,000 | 500,000 | 500,000 | 500,000 | 74,903 | 79,903 | 99.31% | 99.31% |
19/11/2014 | 7.07% | 0.15 | 0.16 | 500,000 | 500,000 | 500,000 | 500,000 | 68,402 | 73,402 | 99.47% | 99.47% |
18/11/2014 | 6.75% | 0.14 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 71,640 | 76,640 | 99.60% | 99.60% |
17/11/2014 | 6.00% | 0.16 | 0.17 | 500,000 | 500,000 | 500,000 | 500,000 | 80,894 | 85,894 | 99.79% | 99.79% |
14/11/2014 | 5.56% | 0.16 | 0.17 | 500,000 | 500,000 | 500,000 | 500,000 | 87,557 | 92,557 | 98.14% | 98.14% |
13/11/2014 | 6.41% | 0.15 | 0.16 | 500,000 | 500,000 | 500,000 | 500,000 | 75,512 | 80,512 | 99.76% | 99.76% |
12/11/2014 | 5.98% | 0.17 | 0.18 | 500,000 | 500,000 | 500,000 | 500,000 | 81,150 | 86,150 | 99.38% | 99.38% |