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 | - | 0.01 | 0.04 | 750,000 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/01/2015 | 2.41% | 0.21 | 0.22 | 750,000 | 750,000 | 669,847 | 669,845 | 294,427 | 301,125 | 89.07% | 89.07% |
21/01/2015 | 1.62% | 0.46 | 0.47 | 750,000 | 750,000 | 750,000 | 750,000 | 463,090 | 470,590 | 97.14% | 97.14% |
20/01/2015 | 1.80% | 0.59 | 0.60 | 750,000 | 750,000 | 750,000 | 750,000 | 414,410 | 421,910 | 99.73% | 99.73% |
19/01/2015 | 1.64% | 0.61 | 0.62 | 750,000 | 750,000 | 749,999 | 749,998 | 455,461 | 462,961 | 98.59% | 98.59% |
16/01/2015 | 1.00% | 0.72 | 0.73 | 750,000 | 750,000 | 750,000 | 749,992 | 755,510 | 763,004 | 98.20% | 98.20% |
15/01/2015 | 0.79% | 1.04 | 1.05 | 750,000 | 750,000 | 750,000 | 749,998 | 962,071 | 969,568 | 93.20% | 93.20% |
14/01/2015 | 0.65% | 1.63 | 1.64 | 750,000 | 750,000 | 750,000 | 750,000 | 1,163,000 | 1,170,500 | 97.08% | 97.08% |