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 | - | - |
30/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/12/2014 | 14.30% | 0.02 | 0.05 | 200,000 | 100,000 | 200,000 | 100,000 | 17,014 | 9,769 | 85.80% | 85.80% |
22/12/2014 | 16.14% | 0.05 | 0.07 | 200,000 | 100,000 | 200,000 | 100,000 | 15,863 | 9,285 | 98.84% | 99.76% |
19/12/2014 | 23.06% | 0.05 | 0.06 | 200,000 | 100,000 | 174,646 | 87,323 | 11,515 | 7,132 | 96.47% | 96.47% |
18/12/2014 | 4.85% | 0.31 | 0.32 | 200,000 | 100,000 | 200,000 | 100,000 | 54,748 | 28,721 | 97.58% | 97.58% |
17/12/2014 | 7.08% | 0.17 | 0.18 | 200,000 | 100,000 | 200,000 | 100,000 | 35,102 | 18,835 | 98.37% | 98.37% |
16/12/2014 | 9.76% | 0.21 | 0.22 | 200,000 | 100,000 | 200,000 | 100,000 | 25,406 | 13,972 | 94.94% | 94.94% |
15/12/2014 | 5.13% | 0.19 | 0.21 | 200,000 | 100,000 | 200,000 | 100,000 | 49,672 | 26,134 | 94.28% | 94.28% |