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 | 8.15% | 0.02 | 0.04 | 750,000 | 750,000 | 749,912 | 749,801 | 151,944 | 159,452 | 70.64% | 70.64% |
20/11/2014 | 1.35% | 0.64 | 0.65 | 750,000 | 750,000 | 750,000 | 750,000 | 555,957 | 563,457 | 97.89% | 97.89% |
19/11/2014 | 1.66% | 0.65 | 0.66 | 750,000 | 750,000 | 750,000 | 750,000 | 451,263 | 458,763 | 99.00% | 99.00% |
18/11/2014 | 1.31% | 0.68 | 0.69 | 750,000 | 750,000 | 750,000 | 750,000 | 573,100 | 580,600 | 99.52% | 99.52% |
17/11/2014 | 0.86% | 1.01 | 1.02 | 750,000 | 750,000 | 750,000 | 749,997 | 876,436 | 883,933 | 99.14% | 99.14% |
14/11/2014 | 0.85% | 1.14 | 1.15 | 750,000 | 750,000 | 750,000 | 750,000 | 879,001 | 886,501 | 96.96% | 96.96% |
13/11/2014 | 0.90% | 1.17 | 1.18 | 750,000 | 750,000 | 750,000 | 750,000 | 835,387 | 842,887 | 99.76% | 99.76% |
12/11/2014 | 0.88% | 1.26 | 1.27 | 750,000 | 750,000 | 749,998 | 750,000 | 851,541 | 859,043 | 99.84% | 99.84% |