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 | - | 0.17 | 0.19 | 150,000 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2014 | 4.03% | 0.21 | 0.22 | 300,000 | 300,000 | 300,000 | 300,000 | 73,603 | 76,603 | 99.42% | 99.42% |
17/12/2014 | 2.67% | 0.35 | 0.36 | 300,000 | 300,000 | 300,000 | 300,000 | 110,909 | 113,909 | 100.00% | 100.00% |
16/12/2014 | 2.45% | 0.36 | 0.37 | 300,000 | 300,000 | 300,000 | 300,000 | 121,375 | 124,375 | 99.88% | 99.88% |
15/12/2014 | 3.35% | 0.36 | 0.37 | 300,000 | 300,000 | 300,000 | 300,000 | 88,798 | 91,798 | 99.88% | 99.88% |
12/12/2014 | 3.69% | 0.26 | 0.27 | 300,000 | 300,000 | 300,000 | 300,000 | 79,858 | 82,858 | 99.97% | 99.97% |
11/12/2014 | 4.04% | 0.23 | 0.24 | 300,000 | 300,000 | 300,000 | 300,000 | 73,097 | 76,097 | 99.81% | 99.81% |