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 | 4.40% | 0.22 | 0.23 | 100,000 | 100,000 | 100,000 | 100,000 | 26,657 | 27,851 | 30.14% | 30.14% |
20/11/2014 | 3.24% | 0.33 | 0.34 | 100,000 | 100,000 | 100,000 | 100,000 | 36,675 | 37,880 | 100.00% | 100.00% |
19/11/2014 | 2.80% | 0.38 | 0.39 | 100,000 | 100,000 | 100,000 | 100,000 | 38,485 | 39,570 | 100.00% | 100.00% |
18/11/2014 | 2.40% | 0.44 | 0.45 | 100,000 | 100,000 | 100,000 | 100,000 | 44,547 | 45,631 | 100.00% | 100.00% |
17/11/2014 | 2.53% | 0.48 | 0.49 | 100,000 | 100,000 | 100,000 | 100,000 | 47,109 | 48,314 | 98.29% | 98.29% |
14/11/2014 | 2.65% | 0.44 | 0.46 | 100,000 | 100,000 | 100,000 | 100,000 | 45,281 | 46,497 | 98.79% | 98.79% |
13/11/2014 | 3.24% | 0.40 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 38,318 | 39,574 | 100.00% | 100.00% |
12/11/2014 | 3.00% | 0.37 | 0.39 | 100,000 | 100,000 | 100,000 | 100,000 | 39,566 | 40,766 | 100.00% | 100.00% |