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 | - | - |
26/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/01/2015 | 4.06% | 0.47 | 0.49 | 500,000 | 500,000 | 500,000 | 500,000 | 241,881 | 251,881 | 84.53% | 84.53% |
22/01/2015 | 2.54% | 0.65 | 0.67 | 500,000 | 500,000 | 500,000 | 500,000 | 389,896 | 399,896 | 94.26% | 94.26% |
21/01/2015 | 2.31% | 0.78 | 0.80 | 500,000 | 500,000 | 500,000 | 500,000 | 428,822 | 438,822 | 99.66% | 99.66% |
20/01/2015 | 2.41% | 0.84 | 0.86 | 500,000 | 500,000 | 500,000 | 500,000 | 410,020 | 420,020 | 100.00% | 100.00% |
19/01/2015 | 2.35% | 0.85 | 0.87 | 500,000 | 500,000 | 500,000 | 500,000 | 421,399 | 431,399 | 100.00% | 100.00% |
16/01/2015 | 1.90% | 0.90 | 0.92 | 500,000 | 500,000 | 500,000 | 500,000 | 521,900 | 531,900 | 100.00% | 100.00% |
15/01/2015 | 1.70% | 1.06 | 1.08 | 500,000 | 500,000 | 500,000 | 500,000 | 586,012 | 596,012 | 92.94% | 92.94% |
14/01/2015 | 1.63% | 1.25 | 1.27 | 500,000 | 500,000 | 500,000 | 500,000 | 608,592 | 618,592 | 100.00% | 100.00% |