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 | - | - |
16/01/2015 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 92.30% |
15/01/2015 | 7.81% | 0.01 | 0.03 | 42,500 | 200,000 | 49,063 | 49,063 | 6,343 | 6,835 | 5.70% | 33.25% |
14/01/2015 | 9.35% | 0.10 | 0.11 | 62,500 | 62,500 | 98,971 | 98,971 | 10,440 | 11,430 | 75.93% | 75.93% |
13/01/2015 | 8.17% | 0.14 | 0.15 | 72,500 | 72,500 | 146,140 | 146,140 | 17,071 | 18,532 | 81.90% | 81.90% |
12/01/2015 | 10.39% | 0.09 | 0.10 | 150,000 | 150,000 | 164,161 | 164,161 | 15,517 | 17,158 | 66.26% | 66.26% |
09/01/2015 | 16.20% | 0.04 | 0.05 | 460,000 | 460,000 | 460,000 | 460,000 | 26,482 | 31,082 | 78.47% | 78.47% |
08/01/2015 | 12.92% | 0.10 | 0.11 | 390,000 | 390,000 | 409,614 | 409,614 | 30,186 | 34,282 | 87.32% | 87.32% |
07/01/2015 | 28.30% | 0.03 | 0.04 | 660,000 | 660,000 | 679,262 | 679,262 | 20,682 | 27,475 | 94.87% | 94.87% |
06/01/2015 | 17.97% | 0.04 | 0.05 | 550,000 | 550,000 | 566,651 | 566,651 | 29,041 | 34,707 | 80.59% | 80.59% |