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 | 16.92% | 0.03 | 0.04 | 2,500 | 2,500 | 2,500 | 2,500 | 138 | 163 | 1.77% | 1.77% |
25/11/2014 | 11.39% | 0.12 | 0.13 | 50,000 | 50,000 | 49,645 | 49,645 | 4,952 | 5,462 | 99.95% | 99.95% |
24/11/2014 | 5.13% | 0.21 | 0.22 | 50,000 | 50,000 | 25,306 | 25,306 | 4,703 | 4,956 | 100.00% | 100.00% |
21/11/2014 | 2.82% | 0.27 | 0.28 | 50,000 | 50,000 | 50,000 | 50,000 | 17,952 | 18,452 | 99.59% | 99.59% |
20/11/2014 | 2.51% | 0.60 | 0.61 | 50,000 | 50,000 | 45,858 | 45,858 | 29,722 | 30,346 | 99.98% | 99.98% |
19/11/2014 | 1.89% | 0.61 | 0.62 | 50,000 | 50,000 | 48,752 | 48,752 | 27,227 | 27,728 | 100.00% | 100.00% |
18/11/2014 | 3.91% | 0.57 | 0.62 | 25,000 | 25,000 | 40,952 | 40,952 | 26,184 | 26,955 | 100.00% | 100.00% |
17/11/2014 | 1.21% | 0.77 | 0.78 | 50,000 | 50,000 | 49,846 | 49,846 | 42,186 | 42,690 | 94.23% | 94.23% |