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 | - | - |
26/01/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/01/2015 | 9.79% | 0.03 | 0.04 | 500,000 | 500,000 | 500,000 | 500,000 | 53,815 | 58,815 | 8.16% | 8.16% |
22/01/2015 | 6.45% | 0.18 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 156,112 | 166,112 | 93.27% | 93.27% |
21/01/2015 | 5.97% | 0.33 | 0.35 | 500,000 | 500,000 | 500,000 | 500,000 | 162,858 | 172,858 | 94.47% | 94.47% |
20/01/2015 | 5.87% | 0.32 | 0.34 | 500,000 | 500,000 | 500,000 | 500,000 | 165,375 | 175,375 | 99.85% | 99.85% |
19/01/2015 | 5.65% | 0.36 | 0.38 | 500,000 | 500,000 | 500,000 | 500,000 | 172,301 | 182,301 | 98.85% | 98.85% |
16/01/2015 | 3.21% | 0.27 | 0.29 | 500,000 | 500,000 | 500,000 | 500,000 | 167,505 | 172,966 | 97.24% | 97.24% |
15/01/2015 | 5.78% | 0.34 | 0.37 | 500,000 | 500,000 | 530,435 | 530,394 | 249,683 | 259,812 | 55.02% | 55.02% |
14/01/2015 | 1.77% | 0.58 | 0.59 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 561,502 | 571,502 | 99.09% | 99.09% |