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 | - | - |
26/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/01/2015 | 8.52% | 0.05 | 0.06 | 745,000 | 750,000 | 749,664 | 750,000 | 98,371 | 105,890 | 2.10% | 2.10% |
22/01/2015 | 1.55% | 0.42 | 0.43 | 750,000 | 750,000 | 669,656 | 669,648 | 438,708 | 445,400 | 88.88% | 88.88% |
21/01/2015 | 1.21% | 0.68 | 0.69 | 750,000 | 750,000 | 750,000 | 749,992 | 620,166 | 627,659 | 96.93% | 96.93% |
20/01/2015 | 1.30% | 0.81 | 0.82 | 750,000 | 750,000 | 749,997 | 749,998 | 574,468 | 581,969 | 99.74% | 99.74% |
19/01/2015 | 1.20% | 0.84 | 0.85 | 750,000 | 750,000 | 749,989 | 749,998 | 624,116 | 631,623 | 98.77% | 98.77% |
16/01/2015 | 0.81% | 0.94 | 0.95 | 750,000 | 750,000 | 750,000 | 750,000 | 926,758 | 934,258 | 98.15% | 98.15% |
15/01/2015 | 0.66% | 1.29 | 1.30 | 750,000 | 750,000 | 750,000 | 749,998 | 1,145,560 | 1,153,060 | 90.45% | 90.45% |
14/01/2015 | 0.54% | 1.91 | 1.92 | 750,000 | 750,000 | 750,000 | 749,994 | 1,377,440 | 1,384,940 | 96.39% | 96.39% |