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 | 4.53% | 0.20 | 0.21 | 750,000 | 750,000 | 748,547 | 750,000 | 161,503 | 169,323 | 0.80% | 0.80% |
20/11/2014 | 2.10% | 0.38 | 0.39 | 750,000 | 750,000 | 749,906 | 749,851 | 356,879 | 364,350 | 98.14% | 98.14% |
19/11/2014 | 3.21% | 0.38 | 0.39 | 750,000 | 750,000 | 749,953 | 749,851 | 236,488 | 243,951 | 99.78% | 99.78% |
18/11/2014 | 2.01% | 0.40 | 0.41 | 749,700 | 750,000 | 749,964 | 749,989 | 375,467 | 382,980 | 99.43% | 99.43% |
17/11/2014 | 1.10% | 0.75 | 0.76 | 750,000 | 750,000 | 749,999 | 749,988 | 684,075 | 691,564 | 99.42% | 99.42% |
14/11/2014 | 1.08% | 0.90 | 0.91 | 750,000 | 750,000 | 749,946 | 749,958 | 691,525 | 699,039 | 98.70% | 98.70% |
13/11/2014 | 1.16% | 0.92 | 0.93 | 750,000 | 750,000 | 749,991 | 749,986 | 648,961 | 656,457 | 99.24% | 99.24% |
12/11/2014 | 1.13% | 1.01 | 1.02 | 750,000 | 750,000 | 749,956 | 750,000 | 664,645 | 672,183 | 99.38% | 99.38% |