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 | - | - |
16/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/01/2015 | 1.49% | 0.44 | 0.48 | 100,000 | 100,000 | 100,000 | 100,000 | 92,313 | 93,643 | 16.37% | 16.37% |
14/01/2015 | 1.62% | 0.91 | 0.92 | 100,000 | 100,000 | 100,000 | 100,000 | 91,355 | 92,845 | 99.75% | 99.75% |
13/01/2015 | 1.69% | 0.92 | 0.93 | 100,000 | 100,000 | 100,000 | 100,000 | 87,744 | 89,241 | 100.00% | 100.00% |
12/01/2015 | 1.99% | 0.81 | 0.82 | 100,000 | 100,000 | 100,000 | 100,000 | 80,568 | 82,188 | 99.93% | 99.96% |
09/01/2015 | 1.94% | 0.75 | 0.77 | 100,000 | 100,000 | 100,000 | 100,000 | 78,696 | 80,234 | 100.00% | 100.00% |
08/01/2015 | 1.90% | 0.77 | 0.79 | 100,000 | 100,000 | 100,000 | 100,000 | 72,859 | 74,256 | 99.91% | 99.91% |
07/01/2015 | 2.23% | 0.66 | 0.67 | 100,000 | 100,000 | 100,000 | 100,000 | 63,536 | 64,967 | 99.73% | 99.73% |
06/01/2015 | 2.15% | 0.63 | 0.65 | 100,000 | 100,000 | 100,000 | 100,000 | 65,199 | 66,614 | 99.87% | 99.87% |