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 | - | - |
27/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/01/2015 | 42.72% | 0.09 | 0.15 | 200,000 | 200,000 | 147,004 | 147,004 | 14,729 | 22,051 | 96.28% | 96.28% |
22/01/2015 | 6.40% | 0.13 | 0.14 | 200,000 | 200,000 | 146,178 | 146,178 | 22,773 | 24,235 | 91.39% | 91.39% |
21/01/2015 | 6.49% | 0.10 | 0.11 | 200,000 | 200,000 | 145,263 | 145,263 | 22,458 | 23,949 | 92.78% | 92.78% |
20/01/2015 | 3.66% | 0.22 | 0.23 | 200,000 | 200,000 | 147,983 | 147,983 | 39,498 | 40,978 | 92.73% | 92.73% |
19/01/2015 | 3.37% | 0.28 | 0.29 | 100,000 | 100,000 | 100,000 | 100,000 | 29,214 | 30,214 | 89.28% | 89.28% |
16/01/2015 | 2.32% | 0.34 | 0.35 | 200,000 | 200,000 | 146,878 | 146,878 | 61,862 | 63,330 | 90.36% | 90.36% |
15/01/2015 | 2.81% | 0.36 | 0.37 | 200,000 | 200,000 | 150,232 | 150,232 | 52,797 | 54,299 | 87.94% | 87.94% |