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 | 13.51% | 0.03 | 0.05 | 500,000 | 500,000 | 499,270 | 500,000 | 36,336 | 41,404 | 29.36% | 29.36% |
20/11/2014 | 4.83% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 101,741 | 106,741 | 98.74% | 98.74% |
19/11/2014 | 5.51% | 0.19 | 0.20 | 500,000 | 500,000 | 499,927 | 500,000 | 89,093 | 94,110 | 99.84% | 99.84% |
18/11/2014 | 4.72% | 0.21 | 0.22 | 500,000 | 500,000 | 499,977 | 500,000 | 103,742 | 108,747 | 99.75% | 99.75% |
17/11/2014 | 2.66% | 0.31 | 0.32 | 500,000 | 500,000 | 499,963 | 500,000 | 186,765 | 191,778 | 98.88% | 98.88% |
14/11/2014 | 2.97% | 0.36 | 0.37 | 500,000 | 500,000 | 499,945 | 500,000 | 166,856 | 171,875 | 98.72% | 98.72% |
13/11/2014 | 2.87% | 0.29 | 0.30 | 500,000 | 500,000 | 500,000 | 499,948 | 173,277 | 178,259 | 99.04% | 99.04% |
12/11/2014 | 2.23% | 0.46 | 0.47 | 500,000 | 500,000 | 499,942 | 500,000 | 222,583 | 227,611 | 98.96% | 98.96% |