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 | - | - |
26/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/01/2015 | - | 0.09 | 0.10 | 200,000 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/01/2015 | 5.98% | 0.12 | 0.13 | 200,000 | 200,000 | 200,000 | 200,000 | 33,550 | 35,550 | 96.27% | 96.27% |
21/01/2015 | 3.68% | 0.24 | 0.25 | 200,000 | 200,000 | 200,000 | 200,000 | 53,604 | 55,604 | 94.67% | 94.67% |
20/01/2015 | 4.02% | 0.26 | 0.27 | 200,000 | 200,000 | 200,000 | 200,000 | 48,848 | 50,848 | 99.44% | 99.44% |
19/01/2015 | 3.51% | 0.27 | 0.28 | 200,000 | 200,000 | 200,000 | 200,000 | 56,061 | 58,061 | 99.25% | 99.25% |
16/01/2015 | 3.29% | 0.28 | 0.29 | 200,000 | 200,000 | 200,000 | 200,000 | 59,933 | 61,933 | 97.82% | 97.82% |
15/01/2015 | 2.65% | 0.35 | 0.36 | 200,000 | 200,000 | 200,000 | 200,000 | 75,013 | 77,013 | 93.00% | 93.00% |
14/01/2015 | 2.22% | 0.47 | 0.48 | 200,000 | 200,000 | 200,000 | 200,000 | 89,143 | 91,143 | 98.18% | 98.18% |