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 | 22.26% | 0.03 | 0.05 | 25,000 | 25,000 | 25,000 | 25,000 | 1,000 | 1,250 | 2.77% | 2.77% |
25/11/2014 | 18.65% | 0.05 | 0.06 | 25,000 | 25,000 | 25,000 | 25,000 | 1,387 | 1,663 | 100.00% | 100.00% |
24/11/2014 | 15.80% | 0.07 | 0.08 | 25,000 | 25,000 | 25,000 | 25,000 | 1,843 | 2,154 | 100.00% | 100.00% |
21/11/2014 | 10.89% | 0.08 | 0.09 | 25,000 | 25,000 | 25,000 | 25,000 | 2,576 | 2,869 | 100.00% | 100.00% |
20/11/2014 | 8.48% | 0.13 | 0.14 | 25,000 | 25,000 | 25,000 | 25,000 | 3,091 | 3,362 | 100.00% | 100.00% |
19/11/2014 | 12.90% | 0.11 | 0.12 | 25,000 | 25,000 | 25,000 | 25,000 | 2,377 | 2,703 | 100.00% | 100.00% |
18/11/2014 | 11.68% | 0.09 | 0.10 | 25,000 | 25,000 | 25,000 | 25,000 | 2,244 | 2,521 | 100.00% | 100.00% |
17/11/2014 | 12.52% | 0.10 | 0.11 | 25,000 | 25,000 | 25,000 | 25,000 | 2,286 | 2,593 | 98.30% | 98.30% |