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 | - | - |
18/12/2014 | 0.44% | 2.35 | 2.36 | 300,000 | 300,000 | 300,000 | 300,000 | 678,050 | 681,050 | 98.53% | 98.53% |
17/12/2014 | 0.54% | 1.90 | 1.91 | 300,000 | 300,000 | 300,000 | 300,000 | 558,274 | 561,274 | 96.57% | 96.57% |
16/12/2014 | 0.60% | 1.89 | 1.90 | 300,000 | 300,000 | 300,000 | 300,000 | 495,836 | 498,836 | 96.15% | 96.15% |
15/12/2014 | 0.49% | 1.80 | 1.81 | 300,000 | 300,000 | 300,000 | 300,000 | 618,054 | 621,054 | 97.98% | 97.98% |
12/12/2014 | 0.45% | 2.20 | 2.21 | 300,000 | 300,000 | 300,000 | 300,000 | 672,272 | 675,272 | 88.42% | 88.42% |
11/12/2014 | 0.42% | 2.44 | 2.45 | 300,000 | 300,000 | 300,000 | 300,000 | 713,625 | 716,625 | 98.77% | 98.77% |
10/12/2014 | 0.41% | 2.42 | 2.43 | 300,000 | 300,000 | 300,000 | 300,000 | 734,454 | 737,454 | 99.13% | 99.13% |
09/12/2014 | 0.39% | 2.43 | 2.44 | 300,000 | 300,000 | 300,000 | 300,000 | 769,993 | 772,993 | 98.58% | 98.58% |
08/12/2014 | 0.37% | 2.74 | 2.75 | 300,000 | 300,000 | 300,000 | 300,000 | 820,017 | 823,017 | 99.75% | 99.75% |