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 | - | - |
22/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/12/2014 | - | 0.05 | 0.06 | 300,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2014 | 4.36% | 0.15 | 0.16 | 300,000 | 300,000 | 299,811 | 299,832 | 73,804 | 76,806 | 99.01% | 99.01% |
17/12/2014 | 1.46% | 0.63 | 0.64 | 300,000 | 300,000 | 299,830 | 299,822 | 203,594 | 206,589 | 97.55% | 97.55% |
16/12/2014 | 1.11% | 0.64 | 0.65 | 300,000 | 300,000 | 300,000 | 299,995 | 270,872 | 273,867 | 97.57% | 97.57% |
15/12/2014 | 2.21% | 0.74 | 0.75 | 300,000 | 300,000 | 300,000 | 300,000 | 138,883 | 141,883 | 99.03% | 99.03% |