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 | - | - |
16/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/01/2015 | 4.36% | 0.27 | 0.28 | 100,000 | 100,000 | 100,000 | 100,000 | 29,459 | 30,769 | 16.11% | 16.11% |
14/01/2015 | 4.50% | 0.25 | 0.27 | 100,000 | 100,000 | 100,000 | 100,000 | 28,870 | 30,188 | 99.73% | 99.73% |
13/01/2015 | 3.08% | 0.40 | 0.41 | 100,000 | 100,000 | 100,000 | 100,000 | 41,986 | 43,300 | 100.00% | 100.00% |
12/01/2015 | 3.05% | 0.41 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 42,431 | 43,742 | 100.00% | 100.00% |
09/01/2015 | 3.13% | 0.39 | 0.40 | 100,000 | 100,000 | 100,000 | 100,000 | 41,407 | 42,720 | 100.00% | 100.00% |
08/01/2015 | 3.26% | 0.40 | 0.41 | 100,000 | 100,000 | 100,000 | 100,000 | 41,180 | 42,543 | 98.88% | 98.88% |
07/01/2015 | 3.25% | 0.33 | 0.35 | 100,000 | 100,000 | 100,000 | 100,000 | 36,395 | 37,597 | 99.75% | 99.75% |
06/01/2015 | 3.50% | 0.35 | 0.37 | 100,000 | 100,000 | 100,000 | 100,000 | 36,753 | 38,064 | 98.72% | 98.72% |