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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/11/2014 | 5.39% | 0.22 | 0.23 | 50,000 | 50,000 | 50,000 | 50,000 | 11,044 | 11,654 | 100.00% | 100.00% |
24/11/2014 | 4.52% | 0.26 | 0.27 | 50,000 | 50,000 | 50,000 | 50,000 | 12,577 | 13,159 | 100.00% | 100.00% |
21/11/2014 | 5.37% | 0.25 | 0.27 | 50,000 | 50,000 | 50,000 | 50,000 | 11,885 | 12,535 | 100.00% | 100.00% |
20/11/2014 | 3.62% | 0.31 | 0.33 | 50,000 | 50,000 | 50,000 | 50,000 | 17,330 | 17,965 | 100.00% | 100.00% |
19/11/2014 | 3.59% | 0.35 | 0.36 | 50,000 | 50,000 | 50,000 | 50,000 | 16,849 | 17,463 | 100.00% | 100.00% |
18/11/2014 | 3.41% | 0.36 | 0.37 | 50,000 | 50,000 | 50,000 | 50,000 | 17,184 | 17,780 | 100.00% | 100.00% |
17/11/2014 | 3.10% | 0.38 | 0.39 | 50,000 | 50,000 | 50,000 | 50,000 | 19,871 | 20,496 | 99.94% | 99.94% |