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 | - | - |
26/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/11/2014 | 19.34% | 0.03 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 5,121 | 6,121 | 65.03% | 65.03% |
24/11/2014 | 8.82% | 0.12 | 0.13 | 100,000 | 100,000 | 100,000 | 100,000 | 10,948 | 11,948 | 99.12% | 99.12% |
21/11/2014 | 4.56% | 0.19 | 0.20 | 100,000 | 100,000 | 100,000 | 100,000 | 21,767 | 22,767 | 98.62% | 98.62% |
20/11/2014 | 3.25% | 0.30 | 0.31 | 100,000 | 100,000 | 100,000 | 100,000 | 30,298 | 31,298 | 99.07% | 99.07% |
19/11/2014 | 4.15% | 0.25 | 0.26 | 100,000 | 100,000 | 100,000 | 100,000 | 23,656 | 24,656 | 98.75% | 98.75% |
18/11/2014 | 3.78% | 0.26 | 0.27 | 100,000 | 100,000 | 100,000 | 100,000 | 25,974 | 26,974 | 98.31% | 98.31% |
17/11/2014 | 3.12% | 0.29 | 0.30 | 100,000 | 100,000 | 100,000 | 100,000 | 31,645 | 32,645 | 98.82% | 98.82% |
14/11/2014 | 3.03% | 0.32 | 0.33 | 100,000 | 100,000 | 100,000 | 100,000 | 32,555 | 33,555 | 96.28% | 96.28% |