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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/11/2014 | 4.70% | 0.25 | 0.27 | 50,000 | 50,000 | 50,000 | 50,000 | 12,930 | 13,547 | 100.00% | 100.00% |
24/11/2014 | 3.96% | 0.30 | 0.31 | 50,000 | 50,000 | 50,000 | 50,000 | 14,797 | 15,393 | 100.00% | 100.00% |
21/11/2014 | 4.20% | 0.30 | 0.31 | 50,000 | 50,000 | 50,000 | 50,000 | 13,987 | 14,579 | 100.00% | 100.00% |
20/11/2014 | 2.88% | 0.37 | 0.38 | 50,000 | 50,000 | 50,000 | 50,000 | 20,641 | 21,241 | 100.00% | 100.00% |
19/11/2014 | 2.80% | 0.41 | 0.42 | 50,000 | 50,000 | 50,000 | 50,000 | 20,075 | 20,644 | 100.00% | 100.00% |
18/11/2014 | 2.78% | 0.42 | 0.44 | 50,000 | 50,000 | 50,000 | 50,000 | 20,409 | 20,985 | 100.00% | 100.00% |
17/11/2014 | 2.39% | 0.45 | 0.46 | 50,000 | 50,000 | 50,000 | 50,000 | 23,675 | 24,246 | 99.94% | 99.94% |