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 | - | - |
16/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
12/12/2014 | 8.17% | 0.09 | 0.10 | 300,000 | 300,000 | 299,896 | 299,876 | 36,757 | 39,754 | 89.36% | 89.36% |
11/12/2014 | 4.00% | 0.30 | 0.31 | 300,000 | 300,000 | 299,979 | 299,996 | 74,790 | 77,795 | 99.30% | 99.30% |
10/12/2014 | 3.17% | 0.29 | 0.30 | 300,000 | 300,000 | 299,763 | 299,854 | 93,669 | 96,698 | 99.89% | 99.89% |
09/12/2014 | 2.41% | 0.29 | 0.30 | 300,000 | 300,000 | 299,980 | 299,996 | 126,186 | 129,192 | 99.12% | 99.12% |
08/12/2014 | 1.73% | 0.58 | 0.59 | 300,000 | 300,000 | 300,000 | 299,983 | 172,475 | 175,465 | 99.92% | 99.92% |
05/12/2014 | 1.85% | 0.59 | 0.60 | 300,000 | 300,000 | 299,977 | 299,755 | 160,616 | 163,502 | 99.09% | 99.17% |
04/12/2014 | 1.81% | 0.42 | 0.43 | 300,000 | 300,000 | 300,000 | 299,994 | 166,102 | 169,099 | 98.25% | 98.25% |