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 | - | - |
27/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/11/2014 | 27.84% | 0.03 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 3,114 | 4,114 | 2.55% | 2.55% |
25/11/2014 | 16.56% | 0.05 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 5,795 | 6,795 | 100.00% | 100.00% |
24/11/2014 | 11.20% | 0.08 | 0.09 | 100,000 | 100,000 | 100,000 | 100,000 | 8,517 | 9,517 | 100.00% | 100.00% |
21/11/2014 | 7.50% | 0.09 | 0.10 | 100,000 | 100,000 | 100,000 | 100,000 | 13,192 | 14,192 | 100.00% | 100.00% |
20/11/2014 | 6.07% | 0.17 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 16,074 | 17,074 | 100.00% | 100.00% |
19/11/2014 | 8.00% | 0.14 | 0.15 | 100,000 | 100,000 | 100,000 | 100,000 | 12,044 | 13,044 | 100.00% | 100.00% |
18/11/2014 | 8.74% | 0.10 | 0.11 | 100,000 | 100,000 | 100,000 | 100,000 | 10,968 | 11,968 | 99.85% | 99.85% |
17/11/2014 | 8.31% | 0.12 | 0.13 | 100,000 | 100,000 | 100,000 | 100,000 | 11,568 | 12,568 | 100.00% | 100.00% |