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 | - | - |
14/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
13/01/2015 | 3.64% | 0.02 | 0.04 | 750,000 | 750,000 | 749,995 | 749,959 | 242,810 | 250,301 | 78.62% | 78.62% |
12/01/2015 | 1.75% | 0.52 | 0.53 | 750,000 | 750,000 | 749,982 | 749,951 | 434,347 | 441,829 | 97.43% | 97.43% |
09/01/2015 | 2.05% | 0.93 | 0.94 | 750,000 | 750,000 | 749,963 | 749,980 | 374,604 | 382,116 | 96.70% | 96.70% |
08/01/2015 | 1.33% | 0.41 | 0.42 | 750,000 | 750,000 | 749,997 | 749,925 | 577,939 | 585,395 | 99.49% | 99.49% |
07/01/2015 | 0.95% | 1.18 | 1.19 | 750,000 | 750,000 | 750,000 | 750,000 | 791,010 | 798,510 | 100.00% | 100.00% |
06/01/2015 | 0.89% | 1.12 | 1.13 | 750,000 | 750,000 | 749,996 | 750,000 | 848,631 | 856,136 | 98.08% | 98.08% |
05/01/2015 | 1.41% | 1.15 | 1.16 | 750,000 | 750,000 | 749,912 | 749,943 | 564,087 | 571,609 | 99.32% | 99.32% |
30/12/2014 | 2.52% | 0.55 | 0.56 | 150,000 | 150,000 | 508,889 | 508,889 | 187,232 | 192,321 | 99.43% | 99.43% |