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 | - | - |
24/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/11/2014 | 6.92% | 0.02 | 0.04 | 750,000 | 750,000 | 749,998 | 749,889 | 152,217 | 159,699 | 47.87% | 47.87% |
20/11/2014 | 1.45% | 0.59 | 0.60 | 750,000 | 750,000 | 749,997 | 750,000 | 516,267 | 523,769 | 97.99% | 97.99% |
19/11/2014 | 1.88% | 0.60 | 0.61 | 750,000 | 750,000 | 750,000 | 749,997 | 399,059 | 406,558 | 99.78% | 99.78% |
18/11/2014 | 1.43% | 0.61 | 0.62 | 750,000 | 750,000 | 750,000 | 750,000 | 526,253 | 533,752 | 99.43% | 99.43% |
17/11/2014 | 0.90% | 0.95 | 0.96 | 750,000 | 750,000 | 750,000 | 749,999 | 830,807 | 838,305 | 99.44% | 99.44% |
14/11/2014 | 0.89% | 1.09 | 1.10 | 750,000 | 750,000 | 750,000 | 750,000 | 839,802 | 847,302 | 98.82% | 98.82% |
13/11/2014 | 0.94% | 1.12 | 1.13 | 750,000 | 750,000 | 750,000 | 749,999 | 798,369 | 805,869 | 99.68% | 99.68% |
12/11/2014 | 0.92% | 1.21 | 1.22 | 750,000 | 750,000 | 750,000 | 750,000 | 815,699 | 823,199 | 99.08% | 99.08% |