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 | 3.77% | 0.20 | 0.21 | 750,000 | 750,000 | 749,875 | 749,942 | 199,439 | 206,955 | 7.59% | 7.59% |
20/11/2014 | 1.67% | 0.50 | 0.51 | 750,000 | 750,000 | 749,991 | 749,946 | 448,079 | 455,552 | 98.15% | 98.15% |
19/11/2014 | 2.26% | 0.51 | 0.52 | 750,000 | 750,000 | 749,868 | 749,969 | 331,750 | 339,287 | 99.74% | 99.74% |
18/11/2014 | 1.62% | 0.52 | 0.53 | 750,000 | 750,000 | 750,000 | 749,945 | 464,770 | 472,234 | 99.43% | 99.43% |
17/11/2014 | 0.97% | 0.87 | 0.88 | 750,000 | 750,000 | 749,989 | 749,916 | 771,151 | 778,575 | 99.22% | 99.22% |
14/11/2014 | 0.96% | 1.01 | 1.02 | 750,000 | 750,000 | 750,000 | 749,978 | 780,435 | 787,914 | 98.73% | 98.73% |
13/11/2014 | 1.02% | 1.04 | 1.05 | 750,000 | 750,000 | 749,998 | 749,996 | 738,784 | 746,283 | 99.42% | 99.42% |
12/11/2014 | 0.99% | 1.13 | 1.14 | 750,000 | 750,000 | 750,000 | 749,994 | 755,273 | 762,768 | 99.45% | 99.45% |