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 | 98.34% | 0.01 | 0.03 | 400,000 | 400,000 | 444,513 | 444,520 | 4,448 | 13,093 | 100.00% | 100.00% |
18/12/2014 | 39.41% | 0.04 | 0.06 | 500,000 | 500,000 | 488,038 | 488,038 | 20,017 | 29,777 | 100.00% | 100.00% |
17/12/2014 | 17.56% | 0.10 | 0.12 | 400,000 | 400,000 | 400,000 | 400,000 | 41,696 | 49,696 | 100.00% | 100.00% |
16/12/2014 | 13.12% | 0.10 | 0.12 | 500,000 | 500,000 | 401,413 | 401,413 | 57,572 | 65,600 | 100.00% | 100.00% |
15/12/2014 | 18.19% | 0.13 | 0.15 | 400,000 | 400,000 | 445,039 | 445,039 | 44,576 | 53,477 | 99.89% | 99.89% |
12/12/2014 | 20.61% | 0.09 | 0.11 | 500,000 | 500,000 | 500,000 | 500,000 | 43,571 | 53,549 | 100.00% | 100.00% |
11/12/2014 | 13.55% | 0.07 | 0.08 | 500,000 | 500,000 | 500,000 | 500,000 | 34,587 | 39,587 | 100.00% | 100.00% |
10/12/2014 | 17.92% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 25,681 | 30,681 | 100.00% | 100.00% |
09/12/2014 | 20.92% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 21,673 | 26,673 | 100.00% | 100.00% |