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 | - | - |
25/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/11/2014 | 3.99% | 0.23 | 0.24 | 100,000 | 100,000 | 100,000 | 100,000 | 28,021 | 29,138 | 85.26% | 85.26% |
20/11/2014 | 3.02% | 0.39 | 0.40 | 100,000 | 100,000 | 100,000 | 100,000 | 42,880 | 44,191 | 100.00% | 100.00% |
19/11/2014 | 2.68% | 0.44 | 0.45 | 100,000 | 100,000 | 100,000 | 100,000 | 44,570 | 45,771 | 100.00% | 100.00% |
18/11/2014 | 2.56% | 0.50 | 0.51 | 100,000 | 100,000 | 100,000 | 100,000 | 50,631 | 51,945 | 100.00% | 100.00% |
17/11/2014 | 2.26% | 0.54 | 0.55 | 100,000 | 100,000 | 100,000 | 100,000 | 53,313 | 54,531 | 98.29% | 98.29% |
14/11/2014 | 2.10% | 0.51 | 0.52 | 100,000 | 100,000 | 100,000 | 100,000 | 51,497 | 52,589 | 98.79% | 98.79% |
13/11/2014 | 2.44% | 0.47 | 0.48 | 100,000 | 100,000 | 100,000 | 100,000 | 44,574 | 45,672 | 100.00% | 100.00% |