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 | - | - |
15/01/2015 | 0.90% | 2.39 | 2.41 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,627,210 | 2,650,290 | 78.70% | 78.70% |
14/01/2015 | 0.74% | 3.97 | 4.00 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,044,140 | 4,074,140 | 99.92% | 99.92% |
13/01/2015 | 0.74% | 4.15 | 4.18 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,051,800 | 4,081,800 | 100.00% | 100.00% |
12/01/2015 | 0.76% | 3.88 | 3.91 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,921,490 | 3,951,490 | 99.94% | 99.94% |
09/01/2015 | 0.77% | 3.75 | 3.78 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,872,220 | 3,902,220 | 99.09% | 99.09% |
08/01/2015 | 0.80% | 3.88 | 3.91 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,730,820 | 3,760,820 | 99.63% | 99.63% |
07/01/2015 | 0.87% | 3.39 | 3.42 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,424,040 | 3,454,040 | 99.95% | 99.95% |
06/01/2015 | 0.86% | 3.36 | 3.39 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,487,590 | 3,517,590 | 99.99% | 99.99% |
05/01/2015 | 0.85% | 3.54 | 3.57 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,532,320 | 3,562,320 | 19.19% | 19.19% |