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 | - | - |
23/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/12/2014 | 5.38% | 0.13 | 0.14 | 200,000 | 200,000 | 137,178 | 137,178 | 24,888 | 26,260 | 81.69% | 81.69% |
18/12/2014 | 3.84% | 0.24 | 0.25 | 200,000 | 200,000 | 147,475 | 147,475 | 37,531 | 39,006 | 97.56% | 97.56% |
17/12/2014 | 2.95% | 0.31 | 0.32 | 200,000 | 200,000 | 146,295 | 146,295 | 48,489 | 49,952 | 99.13% | 99.13% |
16/12/2014 | 3.76% | 0.26 | 0.27 | 200,000 | 200,000 | 146,622 | 146,622 | 38,743 | 40,209 | 96.24% | 96.24% |
15/12/2014 | 4.83% | 0.22 | 0.23 | 200,000 | 200,000 | 146,524 | 146,524 | 29,721 | 31,186 | 98.39% | 98.39% |
12/12/2014 | 4.20% | 0.18 | 0.19 | 200,000 | 200,000 | 147,779 | 147,779 | 34,153 | 35,630 | 96.52% | 96.52% |
11/12/2014 | 3.66% | 0.22 | 0.23 | 200,000 | 200,000 | 146,278 | 146,278 | 38,854 | 40,317 | 98.92% | 98.92% |