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 | - | - |
19/12/2014 | 15.79% | 0.15 | 0.17 | 400,000 | 400,000 | 400,000 | 400,000 | 47,004 | 55,004 | 99.20% | 99.20% |
18/12/2014 | 12.72% | 0.13 | 0.15 | 400,000 | 400,000 | 400,000 | 400,000 | 59,259 | 67,259 | 100.00% | 100.00% |
17/12/2014 | 7.91% | 0.21 | 0.23 | 400,000 | 400,000 | 400,000 | 400,000 | 97,413 | 105,413 | 100.00% | 100.00% |
16/12/2014 | 7.60% | 0.24 | 0.26 | 400,000 | 400,000 | 400,000 | 400,000 | 101,882 | 109,882 | 100.00% | 100.00% |
15/12/2014 | 9.98% | 0.23 | 0.25 | 400,000 | 400,000 | 400,000 | 400,000 | 76,469 | 84,469 | 99.91% | 99.91% |
12/12/2014 | 12.74% | 0.17 | 0.19 | 400,000 | 400,000 | 400,000 | 400,000 | 59,055 | 67,055 | 100.00% | 100.00% |
11/12/2014 | 16.56% | 0.11 | 0.13 | 400,000 | 400,000 | 400,000 | 400,000 | 44,507 | 52,507 | 100.00% | 100.00% |
10/12/2014 | 16.01% | 0.10 | 0.12 | 400,000 | 400,000 | 401,236 | 401,236 | 40,367 | 47,444 | 100.00% | 100.00% |
09/12/2014 | 12.60% | 0.11 | 0.13 | 400,000 | 400,000 | 436,093 | 436,093 | 39,810 | 45,180 | 100.00% | 100.00% |