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 | 0.36% | 2.86 | 2.87 | 300,000 | 300,000 | 300,000 | 300,000 | 831,076 | 834,076 | 98.52% | 98.52% |
17/12/2014 | 0.42% | 2.41 | 2.42 | 300,000 | 300,000 | 300,000 | 300,000 | 711,269 | 714,269 | 96.61% | 96.61% |
16/12/2014 | 0.46% | 2.40 | 2.41 | 300,000 | 300,000 | 300,000 | 300,000 | 648,823 | 651,823 | 95.81% | 95.81% |
15/12/2014 | 0.39% | 2.31 | 2.32 | 300,000 | 300,000 | 300,000 | 300,000 | 771,042 | 774,042 | 97.95% | 97.95% |
12/12/2014 | 0.36% | 2.71 | 2.72 | 300,000 | 300,000 | 300,000 | 300,000 | 825,289 | 828,289 | 88.40% | 88.40% |
11/12/2014 | 0.35% | 2.95 | 2.96 | 300,000 | 300,000 | 300,000 | 300,000 | 866,629 | 869,629 | 98.82% | 98.82% |
10/12/2014 | 0.34% | 2.93 | 2.94 | 300,000 | 300,000 | 300,000 | 300,000 | 887,456 | 890,456 | 99.16% | 99.16% |
09/12/2014 | 0.32% | 2.94 | 2.95 | 300,000 | 300,000 | 300,000 | 300,000 | 922,998 | 925,998 | 98.58% | 98.58% |
08/12/2014 | 0.31% | 3.25 | 3.26 | 300,000 | 300,000 | 300,000 | 300,000 | 973,017 | 976,017 | 99.74% | 99.74% |