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 | 0.39% | 2.66 | 2.67 | 300,000 | 300,000 | 300,000 | 300,000 | 771,069 | 774,069 | 98.48% | 98.48% |
17/12/2014 | 0.46% | 2.21 | 2.22 | 300,000 | 300,000 | 300,000 | 300,000 | 651,290 | 654,290 | 96.48% | 96.48% |
16/12/2014 | 0.51% | 2.20 | 2.21 | 300,000 | 300,000 | 300,000 | 300,000 | 588,823 | 591,823 | 95.90% | 95.90% |
15/12/2014 | 0.42% | 2.11 | 2.12 | 300,000 | 300,000 | 300,000 | 300,000 | 711,039 | 714,039 | 97.96% | 97.96% |
12/12/2014 | 0.39% | 2.51 | 2.52 | 300,000 | 300,000 | 300,000 | 300,000 | 765,284 | 768,284 | 88.40% | 88.40% |
11/12/2014 | 0.37% | 2.75 | 2.76 | 300,000 | 300,000 | 300,000 | 300,000 | 806,624 | 809,624 | 98.76% | 98.76% |
10/12/2014 | 0.36% | 2.73 | 2.74 | 300,000 | 300,000 | 300,000 | 300,000 | 827,454 | 830,454 | 99.11% | 99.11% |
09/12/2014 | 0.35% | 2.74 | 2.75 | 300,000 | 300,000 | 300,000 | 300,000 | 862,979 | 865,979 | 98.61% | 98.61% |
08/12/2014 | 0.33% | 3.05 | 3.06 | 300,000 | 300,000 | 300,000 | 300,000 | 913,017 | 916,017 | 99.74% | 99.74% |