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 | 1.27% | 0.61 | 0.62 | 200,000 | 200,000 | 200,000 | 200,000 | 159,328 | 161,328 | 56.98% | 56.98% |
20/11/2014 | 0.88% | 1.10 | 1.11 | 200,000 | 200,000 | 199,992 | 200,000 | 227,582 | 229,591 | 98.13% | 98.13% |
19/11/2014 | 1.07% | 0.98 | 0.99 | 200,000 | 200,000 | 200,000 | 200,000 | 186,826 | 188,826 | 97.92% | 97.92% |
18/11/2014 | 0.96% | 1.01 | 1.02 | 200,000 | 200,000 | 200,000 | 200,000 | 207,454 | 209,454 | 99.02% | 99.02% |
17/11/2014 | 0.74% | 1.20 | 1.21 | 200,000 | 200,000 | 200,000 | 199,999 | 269,025 | 271,024 | 96.33% | 96.33% |
14/11/2014 | 0.72% | 1.35 | 1.36 | 200,000 | 200,000 | 200,000 | 200,000 | 276,917 | 278,917 | 98.60% | 98.60% |
13/11/2014 | 0.74% | 1.39 | 1.40 | 200,000 | 200,000 | 200,000 | 200,000 | 270,564 | 272,564 | 97.42% | 97.42% |
12/11/2014 | 0.76% | 1.43 | 1.44 | 200,000 | 200,000 | 200,000 | 200,000 | 264,475 | 266,475 | 99.07% | 99.07% |