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 | - | - |
18/12/2014 | 0.43% | 2.43 | 2.44 | 300,000 | 300,000 | 299,999 | 300,000 | 702,056 | 705,059 | 98.45% | 98.45% |
17/12/2014 | 0.51% | 1.98 | 1.99 | 300,000 | 300,000 | 300,000 | 300,000 | 582,290 | 585,290 | 96.56% | 96.56% |
16/12/2014 | 0.58% | 1.97 | 1.98 | 300,000 | 300,000 | 300,000 | 300,000 | 519,799 | 522,799 | 96.19% | 96.19% |
15/12/2014 | 0.47% | 1.88 | 1.89 | 300,000 | 300,000 | 299,962 | 300,000 | 641,914 | 644,992 | 98.07% | 98.07% |
12/12/2014 | 0.43% | 2.28 | 2.29 | 300,000 | 300,000 | 300,000 | 300,000 | 696,276 | 699,276 | 88.43% | 88.43% |
11/12/2014 | 0.41% | 2.52 | 2.53 | 300,000 | 300,000 | 300,000 | 300,000 | 737,624 | 740,624 | 98.79% | 98.79% |
10/12/2014 | 0.39% | 2.50 | 2.51 | 300,000 | 300,000 | 300,000 | 300,000 | 758,458 | 761,458 | 99.15% | 99.15% |
09/12/2014 | 0.38% | 2.51 | 2.52 | 300,000 | 300,000 | 300,000 | 300,000 | 794,001 | 797,001 | 98.53% | 98.53% |
08/12/2014 | 0.35% | 2.82 | 2.83 | 300,000 | 300,000 | 300,000 | 300,000 | 844,017 | 847,017 | 99.73% | 99.73% |