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 | - | - |
24/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/11/2014 | 5.63% | 0.21 | 0.22 | 200,000 | 200,000 | 200,000 | 200,000 | 43,529 | 46,050 | 54.50% | 54.50% |
20/11/2014 | 4.03% | 0.29 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 57,783 | 60,161 | 100.00% | 100.00% |
19/11/2014 | 4.27% | 0.29 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 53,638 | 55,973 | 100.00% | 100.00% |
18/11/2014 | 4.45% | 0.27 | 0.28 | 200,000 | 200,000 | 200,000 | 200,000 | 55,968 | 58,513 | 100.00% | 100.00% |
17/11/2014 | 3.73% | 0.31 | 0.32 | 200,000 | 200,000 | 200,000 | 200,000 | 62,446 | 64,820 | 98.29% | 98.29% |
14/11/2014 | 3.47% | 0.32 | 0.33 | 200,000 | 200,000 | 200,000 | 200,000 | 68,236 | 70,646 | 98.79% | 98.79% |
13/11/2014 | 4.00% | 0.29 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 57,988 | 60,350 | 100.00% | 100.00% |
12/11/2014 | 3.67% | 0.32 | 0.33 | 200,000 | 200,000 | 200,000 | 200,000 | 63,208 | 65,572 | 100.00% | 100.00% |