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 | 8.31% | 0.11 | 0.12 | 25,000 | 25,000 | 25,000 | 25,000 | 2,960 | 3,217 | 3.30% | 3.30% |
25/11/2014 | 7.90% | 0.13 | 0.14 | 25,000 | 25,000 | 25,000 | 25,000 | 3,387 | 3,663 | 100.00% | 100.00% |
24/11/2014 | 8.12% | 0.15 | 0.16 | 25,000 | 25,000 | 25,000 | 25,000 | 3,820 | 4,142 | 100.00% | 100.00% |
21/11/2014 | 6.18% | 0.16 | 0.17 | 25,000 | 25,000 | 25,000 | 25,000 | 4,549 | 4,837 | 100.00% | 100.00% |
20/11/2014 | 8.50% | 0.20 | 0.22 | 25,000 | 25,000 | 25,000 | 25,000 | 4,912 | 5,349 | 100.00% | 100.00% |
19/11/2014 | 7.82% | 0.19 | 0.20 | 25,000 | 25,000 | 25,000 | 25,000 | 4,348 | 4,702 | 100.00% | 100.00% |
18/11/2014 | 6.08% | 0.17 | 0.18 | 25,000 | 25,000 | 25,000 | 25,000 | 4,255 | 4,521 | 100.00% | 100.00% |
17/11/2014 | 6.89% | 0.18 | 0.19 | 25,000 | 25,000 | 25,000 | 25,000 | 4,286 | 4,593 | 98.29% | 98.29% |