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 | 1.08% | 3.00 | 3.06 | 300,000 | 300,000 | 300,000 | 300,000 | 904,520 | 914,359 | 92.17% | 92.17% |
18/12/2014 | 0.38% | 2.68 | 2.69 | 300,000 | 300,000 | 300,000 | 300,000 | 794,461 | 797,461 | 98.82% | 98.82% |
17/12/2014 | 0.48% | 2.07 | 2.08 | 300,000 | 300,000 | 300,000 | 300,000 | 624,000 | 627,000 | 98.10% | 98.10% |
16/12/2014 | 0.44% | 2.28 | 2.29 | 300,000 | 300,000 | 300,000 | 300,000 | 683,568 | 686,568 | 97.07% | 97.07% |
15/12/2014 | 0.38% | 2.45 | 2.46 | 300,000 | 300,000 | 300,000 | 300,000 | 789,080 | 792,080 | 98.14% | 98.14% |
12/12/2014 | 0.38% | 2.70 | 2.71 | 300,000 | 300,000 | 300,000 | 300,000 | 785,093 | 788,093 | 99.35% | 99.35% |
11/12/2014 | 0.36% | 2.97 | 2.98 | 300,000 | 300,000 | 300,000 | 300,000 | 827,672 | 830,672 | 99.16% | 99.16% |
10/12/2014 | 0.34% | 2.95 | 2.96 | 300,000 | 300,000 | 300,000 | 300,000 | 892,334 | 895,334 | 91.33% | 91.33% |
09/12/2014 | 0.35% | 2.72 | 2.73 | 300,000 | 300,000 | 300,000 | 300,000 | 844,159 | 847,159 | 99.31% | 99.31% |