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 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.59% |
18/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.65% |
17/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.37% |
16/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.32% |
15/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.95% |
12/12/2014 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.55% |
11/12/2014 | - | - | 0.02 | 0 | 510,000 | 0 | 0 | 0 | 0 | 0.00% | 99.33% |
10/12/2014 | - | - | 0.02 | 0 | 530,000 | 0 | 0 | 0 | 0 | 0.00% | 97.94% |
09/12/2014 | 100.00% | 0.01 | 0.02 | 310,000 | 310,000 | 310,000 | 310,000 | 3,100 | 9,300 | 48.88% | 98.89% |