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 | - | - |
27/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/11/2014 | 22.26% | 0.03 | 0.05 | 25,000 | 25,000 | 25,000 | 25,000 | 1,000 | 1,250 | 2.77% | 2.77% |
25/11/2014 | 19.96% | 0.05 | 0.06 | 25,000 | 25,000 | 25,000 | 25,000 | 1,370 | 1,662 | 100.00% | 100.00% |
24/11/2014 | 16.31% | 0.07 | 0.08 | 25,000 | 25,000 | 25,000 | 25,000 | 1,797 | 2,113 | 100.00% | 100.00% |
21/11/2014 | 10.75% | 0.08 | 0.09 | 25,000 | 25,000 | 25,000 | 25,000 | 2,530 | 2,811 | 100.00% | 100.00% |
20/11/2014 | 10.38% | 0.12 | 0.13 | 25,000 | 25,000 | 25,000 | 25,000 | 2,886 | 3,201 | 100.00% | 100.00% |
19/11/2014 | 12.36% | 0.11 | 0.12 | 25,000 | 25,000 | 25,000 | 25,000 | 2,318 | 2,625 | 100.00% | 100.00% |
18/11/2014 | 12.62% | 0.08 | 0.10 | 25,000 | 25,000 | 25,000 | 25,000 | 2,208 | 2,505 | 100.00% | 100.00% |
17/11/2014 | 11.19% | 0.09 | 0.11 | 25,000 | 25,000 | 25,000 | 25,000 | 2,267 | 2,536 | 98.30% | 98.30% |