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 | - | 0.03 | 0.05 | 50,000 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2014 | 17.21% | 0.05 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 5,681 | 6,681 | 99.49% | 99.49% |
17/12/2014 | 6.38% | 0.15 | 0.16 | 100,000 | 100,000 | 100,000 | 100,000 | 15,251 | 16,251 | 100.00% | 100.00% |
16/12/2014 | 5.06% | 0.14 | 0.15 | 100,000 | 100,000 | 100,000 | 100,000 | 19,426 | 20,426 | 99.53% | 99.53% |
15/12/2014 | 5.99% | 0.20 | 0.21 | 100,000 | 100,000 | 100,000 | 100,000 | 16,386 | 17,386 | 99.13% | 99.13% |
12/12/2014 | 7.29% | 0.15 | 0.16 | 100,000 | 100,000 | 100,000 | 100,000 | 13,294 | 14,294 | 100.00% | 100.00% |
11/12/2014 | 10.78% | 0.09 | 0.10 | 100,000 | 100,000 | 100,000 | 100,000 | 8,875 | 9,875 | 99.71% | 99.71% |