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 | - | - |
27/11/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/11/2014 | - | 0.03 | 0.04 | 100,000 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/11/2014 | 17.46% | 0.04 | 0.05 | 100,000 | 100,000 | 100,000 | 100,000 | 5,281 | 6,281 | 100.00% | 100.00% |
24/11/2014 | 13.42% | 0.06 | 0.07 | 100,000 | 100,000 | 100,000 | 100,000 | 7,073 | 8,073 | 100.00% | 100.00% |
21/11/2014 | 13.10% | 0.08 | 0.09 | 100,000 | 100,000 | 100,000 | 100,000 | 7,268 | 8,268 | 100.00% | 100.00% |
20/11/2014 | 23.67% | 0.05 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 3,843 | 4,843 | 100.00% | 100.00% |
19/11/2014 | 19.17% | 0.03 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 4,798 | 5,798 | 100.00% | 100.00% |
18/11/2014 | 11.67% | 0.05 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 8,226 | 9,226 | 100.00% | 100.00% |
17/11/2014 | 14.41% | 0.06 | 0.07 | 100,000 | 100,000 | 100,000 | 100,000 | 6,530 | 7,530 | 98.30% | 98.30% |