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 | - | - |
22/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/12/2014 | - | 0.12 | 0.13 | 100,000 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2014 | 5.46% | 0.17 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 17,917 | 18,917 | 99.41% | 99.41% |
17/12/2014 | 3.57% | 0.27 | 0.28 | 100,000 | 100,000 | 100,000 | 100,000 | 27,534 | 28,534 | 100.00% | 100.00% |
16/12/2014 | 3.12% | 0.26 | 0.27 | 100,000 | 100,000 | 100,000 | 100,000 | 31,626 | 32,626 | 99.43% | 99.43% |
15/12/2014 | 3.45% | 0.32 | 0.33 | 100,000 | 100,000 | 100,000 | 100,000 | 28,637 | 29,637 | 98.95% | 98.95% |
12/12/2014 | 3.85% | 0.27 | 0.28 | 100,000 | 100,000 | 100,000 | 100,000 | 25,498 | 26,498 | 99.91% | 99.91% |
11/12/2014 | 4.63% | 0.21 | 0.22 | 100,000 | 100,000 | 100,000 | 100,000 | 21,121 | 22,121 | 99.57% | 99.57% |
10/12/2014 | 4.57% | 0.22 | 0.23 | 100,000 | 100,000 | 100,000 | 100,000 | 21,387 | 22,387 | 96.92% | 96.92% |