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 | - | - |
22/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2014 | 3.40% | 0.43 | 0.45 | 300,000 | 100,000 | 300,000 | 100,000 | 140,128 | 48,319 | 100.00% | 100.00% |
17/12/2014 | 1.89% | 0.64 | 0.65 | 300,000 | 100,000 | 300,000 | 100,000 | 198,728 | 67,504 | 100.00% | 100.00% |
16/12/2014 | 1.82% | 0.65 | 0.66 | 300,000 | 100,000 | 299,999 | 99,998 | 213,175 | 72,363 | 97.59% | 100.00% |
15/12/2014 | 2.41% | 0.65 | 0.66 | 300,000 | 100,000 | 300,000 | 100,000 | 164,332 | 56,105 | 94.93% | 94.93% |
12/12/2014 | 2.54% | 0.49 | 0.51 | 300,000 | 100,000 | 300,000 | 100,000 | 150,113 | 51,325 | 99.93% | 99.93% |
11/12/2014 | 2.74% | 0.45 | 0.46 | 300,000 | 100,000 | 300,000 | 100,000 | 141,496 | 48,473 | 100.00% | 100.00% |
10/12/2014 | 2.30% | 0.45 | 0.44 | 300,000 | 100,000 | 299,999 | 99,841 | 133,113 | 45,329 | 33.28% | 100.00% |