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 | 7.35% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 498,507 | 69,460 | 74,190 | 73.66% | 73.66% |
22/01/2015 | 4.38% | 0.12 | 0.13 | 500,000 | 500,000 | 500,000 | 500,000 | 117,528 | 122,528 | 98.12% | 98.12% |
21/01/2015 | 5.68% | 0.21 | 0.22 | 500,000 | 500,000 | 499,993 | 498,703 | 88,304 | 93,098 | 98.61% | 98.61% |
20/01/2015 | 4.58% | 0.18 | 0.19 | 500,000 | 500,000 | 500,000 | 499,435 | 109,868 | 114,732 | 100.00% | 100.00% |