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 | 28.57% | 0.03 | 0.04 | 400,000 | 400,000 | 400,000 | 400,000 | 12,000 | 16,000 | 28.89% | 29.06% |
20/11/2014 | 21.48% | 0.04 | 0.05 | 400,000 | 400,000 | 400,000 | 400,000 | 16,732 | 20,732 | 98.74% | 98.74% |
19/11/2014 | 22.29% | 0.04 | 0.05 | 400,000 | 400,000 | 400,000 | 400,000 | 16,079 | 20,079 | 99.53% | 99.53% |
18/11/2014 | 20.97% | 0.05 | 0.06 | 400,000 | 400,000 | 400,000 | 400,000 | 17,239 | 21,239 | 99.52% | 99.52% |
17/11/2014 | 13.76% | 0.06 | 0.07 | 400,000 | 400,000 | 400,000 | 400,000 | 27,161 | 31,161 | 98.78% | 98.78% |
14/11/2014 | 17.93% | 0.06 | 0.07 | 400,000 | 400,000 | 400,000 | 400,000 | 20,362 | 24,362 | 96.53% | 96.53% |
13/11/2014 | 14.44% | 0.06 | 0.07 | 400,000 | 400,000 | 400,000 | 400,000 | 25,901 | 29,901 | 99.76% | 99.76% |
12/11/2014 | 11.14% | 0.08 | 0.09 | 400,000 | 400,000 | 400,000 | 400,000 | 34,021 | 38,021 | 99.33% | 99.33% |