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 | 0.51% | 2.05 | 2.06 | 300,000 | 300,000 | 299,999 | 300,000 | 588,073 | 591,075 | 98.53% | 98.53% |
17/12/2014 | 0.64% | 1.60 | 1.61 | 300,000 | 300,000 | 300,000 | 300,000 | 468,289 | 471,289 | 96.60% | 96.60% |
16/12/2014 | 0.74% | 1.59 | 1.60 | 300,000 | 300,000 | 300,000 | 300,000 | 405,825 | 408,825 | 96.07% | 96.07% |
15/12/2014 | 0.57% | 1.50 | 1.51 | 300,000 | 300,000 | 300,000 | 300,000 | 528,058 | 531,058 | 97.97% | 97.97% |
12/12/2014 | 0.51% | 1.90 | 1.91 | 300,000 | 300,000 | 300,000 | 300,000 | 582,285 | 585,285 | 88.46% | 88.46% |
11/12/2014 | 0.48% | 2.14 | 2.15 | 300,000 | 300,000 | 300,000 | 300,000 | 623,629 | 626,629 | 98.84% | 98.84% |
10/12/2014 | 0.46% | 2.12 | 2.13 | 300,000 | 300,000 | 300,000 | 300,000 | 644,455 | 647,455 | 99.11% | 99.11% |
09/12/2014 | 0.44% | 2.13 | 2.14 | 300,000 | 300,000 | 300,000 | 300,000 | 680,003 | 683,003 | 98.55% | 98.55% |
08/12/2014 | 0.41% | 2.44 | 2.45 | 300,000 | 300,000 | 300,000 | 300,000 | 730,016 | 733,016 | 99.74% | 99.74% |