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 | 0.05 | 30,000 | 30,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/11/2014 | 14.93% | 0.10 | 0.12 | 30,000 | 30,000 | 30,000 | 30,000 | 3,764 | 4,364 | 98.39% | 98.39% |
24/11/2014 | 11.97% | 0.15 | 0.17 | 30,000 | 30,000 | 30,000 | 30,000 | 4,746 | 5,346 | 99.78% | 99.78% |
21/11/2014 | 11.75% | 0.17 | 0.19 | 30,000 | 30,000 | 30,000 | 30,000 | 4,843 | 5,443 | 99.83% | 99.83% |
20/11/2014 | 22.12% | 0.12 | 0.14 | 30,000 | 30,000 | 30,000 | 30,000 | 2,571 | 3,171 | 98.70% | 98.70% |
19/11/2014 | 14.35% | 0.08 | 0.10 | 30,000 | 30,000 | 30,000 | 30,000 | 4,001 | 4,601 | 99.71% | 99.71% |
18/11/2014 | 9.90% | 0.16 | 0.18 | 30,000 | 30,000 | 30,000 | 30,000 | 5,792 | 6,392 | 99.47% | 99.47% |
17/11/2014 | 10.98% | 0.17 | 0.19 | 30,000 | 30,000 | 30,000 | 30,000 | 5,187 | 5,787 | 99.47% | 99.47% |