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 | - | - |
17/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16/12/2014 | 11.30% | 0.05 | 0.06 | 300,000 | 300,000 | 299,759 | 299,940 | 25,514 | 28,527 | 2.55% | 2.55% |
15/12/2014 | 3.05% | 0.10 | 0.11 | 300,000 | 300,000 | 297,943 | 298,767 | 106,972 | 110,327 | 97.17% | 97.42% |
12/12/2014 | 1.84% | 0.50 | 0.51 | 300,000 | 300,000 | 300,000 | 299,992 | 162,284 | 165,278 | 88.49% | 88.49% |
11/12/2014 | 1.47% | 0.74 | 0.75 | 300,000 | 300,000 | 298,565 | 298,539 | 202,618 | 205,583 | 98.66% | 98.69% |
10/12/2014 | 1.33% | 0.72 | 0.73 | 300,000 | 300,000 | 299,134 | 298,714 | 223,748 | 226,416 | 97.59% | 97.72% |
09/12/2014 | 1.16% | 0.73 | 0.74 | 300,000 | 300,000 | 299,425 | 299,635 | 259,417 | 262,596 | 97.99% | 98.15% |
08/12/2014 | 0.96% | 1.04 | 1.05 | 300,000 | 300,000 | 299,481 | 299,268 | 309,447 | 312,220 | 99.14% | 99.14% |
05/12/2014 | 1.01% | 1.05 | 1.06 | 300,000 | 300,000 | 299,261 | 298,986 | 296,182 | 298,911 | 98.72% | 98.79% |