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 | - | - |
19/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/11/2014 | 3.84% | 0.27 | 0.29 | 300,000 | 100,000 | 300,000 | 100,000 | 87,852 | 30,429 | 4.36% | 4.36% |
17/11/2014 | 4.30% | 0.32 | 0.34 | 300,000 | 100,000 | 300,000 | 100,000 | 104,433 | 36,337 | 98.29% | 98.29% |
14/11/2014 | 3.71% | 0.38 | 0.39 | 300,000 | 100,000 | 300,000 | 100,000 | 106,765 | 36,930 | 98.79% | 98.79% |
13/11/2014 | 3.62% | 0.34 | 0.35 | 300,000 | 100,000 | 300,000 | 100,000 | 113,808 | 39,331 | 100.00% | 100.00% |
12/11/2014 | 2.93% | 0.45 | 0.46 | 300,000 | 100,000 | 300,000 | 100,000 | 131,764 | 45,227 | 100.00% | 100.00% |
11/11/2014 | 3.21% | 0.43 | 0.45 | 300,000 | 100,000 | 300,000 | 100,000 | 132,629 | 45,655 | 100.00% | 100.00% |
10/11/2014 | 3.63% | 0.46 | 0.48 | 300,000 | 100,000 | 300,000 | 100,000 | 138,599 | 47,910 | 100.00% | 100.00% |
07/11/2014 | 2.74% | 0.50 | 0.51 | 300,000 | 100,000 | 300,000 | 100,000 | 141,906 | 48,617 | 99.71% | 99.71% |