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 | 34.02% | 0.02 | 0.03 | 375,000 | 375,000 | 375,000 | 375,000 | 9,529 | 13,279 | 2.36% | 2.36% |
20/11/2014 | 15.21% | 0.05 | 0.06 | 375,000 | 375,000 | 375,000 | 375,000 | 23,002 | 26,752 | 99.09% | 99.09% |
19/11/2014 | 20.08% | 0.06 | 0.07 | 375,000 | 375,000 | 375,000 | 375,000 | 17,241 | 20,991 | 98.75% | 98.75% |
18/11/2014 | 15.03% | 0.06 | 0.07 | 375,000 | 375,000 | 375,000 | 375,000 | 23,289 | 27,039 | 98.31% | 98.31% |
17/11/2014 | 8.96% | 0.08 | 0.09 | 375,000 | 375,000 | 375,000 | 375,000 | 40,798 | 44,548 | 97.67% | 97.67% |
14/11/2014 | 8.68% | 0.11 | 0.12 | 375,000 | 375,000 | 375,000 | 375,000 | 41,461 | 45,211 | 98.86% | 98.86% |
13/11/2014 | 8.72% | 0.12 | 0.13 | 375,000 | 375,000 | 375,000 | 375,000 | 41,568 | 45,318 | 99.86% | 99.86% |
12/11/2014 | 8.67% | 0.12 | 0.13 | 375,000 | 375,000 | 375,000 | 375,000 | 41,912 | 45,662 | 99.68% | 99.68% |