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 | - | - |
22/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2014 | 5.46% | 0.33 | 0.35 | 50,000 | 50,000 | 50,000 | 50,000 | 17,982 | 18,982 | 100.00% | 100.00% |
17/12/2014 | 3.43% | 0.56 | 0.58 | 50,000 | 50,000 | 50,000 | 50,000 | 28,643 | 29,643 | 100.00% | 100.00% |
16/12/2014 | 3.01% | 0.59 | 0.61 | 50,000 | 50,000 | 50,000 | 50,000 | 32,731 | 33,731 | 100.00% | 100.00% |
15/12/2014 | 4.31% | 0.58 | 0.60 | 50,000 | 50,000 | 50,000 | 50,000 | 25,485 | 26,603 | 99.73% | 99.73% |
12/12/2014 | 4.31% | 0.46 | 0.48 | 50,000 | 50,000 | 49,943 | 49,943 | 22,761 | 23,761 | 100.00% | 100.00% |
11/12/2014 | 5.19% | 0.43 | 0.45 | 50,000 | 50,000 | 50,000 | 50,000 | 21,163 | 22,288 | 100.00% | 100.00% |
10/12/2014 | 5.64% | 0.44 | 0.46 | 50,000 | 50,000 | 50,000 | 50,000 | 19,085 | 20,182 | 100.00% | 100.00% |