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 | - | 0.19 | 0.20 | 750,000 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2014 | 1.61% | 0.54 | 0.55 | 750,000 | 750,000 | 750,000 | 750,000 | 466,351 | 473,851 | 95.29% | 95.29% |
17/12/2014 | 0.84% | 1.06 | 1.07 | 750,000 | 750,000 | 750,000 | 749,999 | 893,681 | 901,180 | 99.22% | 99.22% |
16/12/2014 | 0.64% | 1.16 | 1.17 | 750,000 | 750,000 | 750,000 | 750,000 | 1,179,410 | 1,186,910 | 96.39% | 96.39% |