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 | - | - |
26/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/01/2015 | - | 0.01 | 0.03 | 750,000 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/01/2015 | 2.68% | 0.17 | 0.18 | 750,000 | 750,000 | 668,172 | 668,142 | 269,053 | 275,708 | 89.26% | 89.26% |
21/01/2015 | 1.75% | 0.43 | 0.44 | 750,000 | 750,000 | 749,979 | 749,918 | 429,059 | 436,524 | 96.82% | 96.82% |
20/01/2015 | 1.96% | 0.55 | 0.56 | 750,000 | 750,000 | 750,000 | 749,975 | 381,080 | 388,567 | 99.66% | 99.66% |
19/01/2015 | 1.74% | 0.58 | 0.59 | 750,000 | 750,000 | 750,000 | 750,000 | 430,278 | 437,778 | 98.41% | 98.41% |
16/01/2015 | 1.02% | 0.69 | 0.70 | 750,000 | 750,000 | 750,000 | 750,000 | 737,892 | 745,392 | 98.23% | 98.23% |
15/01/2015 | 0.80% | 1.03 | 1.04 | 750,000 | 750,000 | 750,000 | 750,000 | 952,848 | 960,348 | 91.17% | 91.17% |
14/01/2015 | 0.65% | 1.61 | 1.62 | 750,000 | 750,000 | 750,000 | 750,000 | 1,154,930 | 1,162,430 | 94.41% | 94.41% |