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 | 4.99% | 0.16 | 0.17 | 500,000 | 500,000 | 499,998 | 500,000 | 98,509 | 103,509 | 8.59% | 8.59% |
20/11/2014 | 3.18% | 0.30 | 0.31 | 500,000 | 500,000 | 500,000 | 500,000 | 155,444 | 160,444 | 99.08% | 99.08% |
19/11/2014 | 3.48% | 0.30 | 0.31 | 500,000 | 500,000 | 500,000 | 500,000 | 141,798 | 146,798 | 99.77% | 99.77% |
18/11/2014 | 3.11% | 0.31 | 0.32 | 500,000 | 500,000 | 499,998 | 500,000 | 158,410 | 163,411 | 99.82% | 99.82% |
17/11/2014 | 2.07% | 0.42 | 0.43 | 500,000 | 500,000 | 500,000 | 500,000 | 239,511 | 244,511 | 98.99% | 98.99% |
14/11/2014 | 2.26% | 0.46 | 0.47 | 500,000 | 500,000 | 500,000 | 500,000 | 219,317 | 224,317 | 98.88% | 98.88% |
13/11/2014 | 2.26% | 0.39 | 0.40 | 500,000 | 500,000 | 500,000 | 500,000 | 219,899 | 224,900 | 99.13% | 99.13% |
12/11/2014 | 1.84% | 0.56 | 0.57 | 500,000 | 500,000 | 500,000 | 500,000 | 269,176 | 274,176 | 99.15% | 99.15% |