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 | - | - |
25/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/11/2014 | 2.71% | 0.22 | 0.23 | 750,000 | 750,000 | 749,688 | 749,392 | 302,080 | 309,435 | 90.44% | 90.44% |
20/11/2014 | 1.04% | 0.86 | 0.87 | 750,000 | 750,000 | 749,978 | 749,994 | 718,526 | 726,042 | 98.07% | 98.07% |
19/11/2014 | 1.24% | 0.87 | 0.88 | 750,000 | 750,000 | 749,968 | 749,938 | 602,866 | 610,341 | 99.75% | 99.75% |
18/11/2014 | 1.02% | 0.88 | 0.89 | 750,000 | 750,000 | 750,000 | 750,000 | 732,451 | 739,951 | 99.41% | 99.41% |
17/11/2014 | 0.72% | 1.23 | 1.24 | 750,000 | 750,000 | 750,000 | 750,000 | 1,046,420 | 1,053,920 | 99.44% | 99.44% |
14/11/2014 | 0.71% | 1.38 | 1.39 | 750,000 | 750,000 | 750,000 | 750,000 | 1,056,670 | 1,064,170 | 98.81% | 98.81% |
13/11/2014 | 0.74% | 1.41 | 1.42 | 750,000 | 750,000 | 750,000 | 750,000 | 1,014,270 | 1,021,770 | 99.68% | 99.68% |