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 | - | - |
19/12/2014 | 4.60% | 0.20 | 0.21 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 216,662 | 226,662 | 99.75% | 99.75% |
18/12/2014 | 8.76% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 999,944 | 999,999 | 113,662 | 123,667 | 99.66% | 99.97% |
17/12/2014 | 30.61% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 999,960 | 28,220 | 38,218 | 100.00% | 100.00% |
16/12/2014 | 35.79% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 999,783 | 1,000,000 | 23,939 | 33,943 | 99.47% | 99.47% |
15/12/2014 | 11.99% | 0.05 | 0.06 | 1,000,000 | 1,000,000 | 999,249 | 999,280 | 84,433 | 94,429 | 99.14% | 99.45% |
12/12/2014 | 7.79% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 999,987 | 999,988 | 123,680 | 133,680 | 99.85% | 100.00% |
11/12/2014 | 6.62% | 0.16 | 0.17 | 1,000,000 | 1,000,000 | 999,569 | 999,459 | 147,644 | 157,622 | 99.49% | 99.64% |
10/12/2014 | 5.83% | 0.16 | 0.17 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 166,808 | 176,808 | 99.79% | 99.79% |
09/12/2014 | 4.84% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 999,435 | 999,437 | 205,765 | 215,763 | 99.84% | 99.84% |