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 | - | - | 0.01 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/12/2014 | - | - | 0.01 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/12/2014 | - | - | 0.01 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/12/2014 | - | - | 0.01 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/12/2014 | - | - | 0.01 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 99.88% |
12/12/2014 | 63.92% | 0.01 | 0.02 | 150,000 | 150,000 | 150,000 | 150,000 | 1,655 | 3,155 | 85.68% | 100.00% |
11/12/2014 | 29.22% | 0.03 | 0.04 | 150,000 | 150,000 | 150,000 | 150,000 | 4,415 | 5,915 | 100.00% | 100.00% |
10/12/2014 | 30.48% | 0.03 | 0.04 | 150,000 | 150,000 | 150,000 | 150,000 | 4,253 | 5,753 | 100.00% | 100.00% |
09/12/2014 | 22.81% | 0.02 | 0.03 | 150,000 | 150,000 | 150,000 | 150,000 | 6,173 | 7,673 | 100.00% | 100.00% |