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 | - | - |
27/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/11/2014 | - | 0.03 | 0.04 | 60,000 | 60,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/11/2014 | 14.34% | 0.05 | 0.06 | 60,000 | 60,000 | 60,000 | 60,000 | 3,927 | 4,527 | 98.39% | 98.39% |
24/11/2014 | 11.14% | 0.08 | 0.09 | 60,000 | 60,000 | 60,000 | 60,000 | 5,136 | 5,736 | 99.53% | 99.53% |
21/11/2014 | 10.93% | 0.10 | 0.11 | 60,000 | 60,000 | 60,000 | 60,000 | 5,222 | 5,822 | 97.52% | 97.52% |
20/11/2014 | 20.48% | 0.06 | 0.07 | 60,000 | 60,000 | 60,000 | 60,000 | 2,734 | 3,334 | 97.47% | 97.47% |
19/11/2014 | 14.87% | 0.05 | 0.06 | 60,000 | 60,000 | 60,000 | 60,000 | 3,831 | 4,431 | 98.31% | 98.31% |
18/11/2014 | 10.08% | 0.07 | 0.08 | 60,000 | 60,000 | 60,000 | 60,000 | 5,734 | 6,334 | 97.33% | 97.33% |
17/11/2014 | 10.67% | 0.08 | 0.09 | 60,000 | 60,000 | 60,000 | 60,000 | 5,353 | 5,953 | 93.41% | 93.41% |