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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/01/2015 | 12.83% | 0.02 | 0.03 | 100,000 | 100,000 | 78,509 | 78,509 | 11,845 | 12,870 | 92.27% | 92.27% |
21/01/2015 | 8.28% | 0.17 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 15,459 | 16,773 | 100.00% | 100.00% |
20/01/2015 | 8.01% | 0.14 | 0.15 | 100,000 | 100,000 | 100,000 | 100,000 | 15,589 | 16,886 | 99.89% | 99.89% |
19/01/2015 | 7.10% | 0.19 | 0.20 | 100,000 | 100,000 | 100,000 | 100,000 | 17,220 | 18,479 | 94.44% | 94.44% |
16/01/2015 | 15.87% | 0.07 | 0.09 | 100,000 | 100,000 | 100,000 | 100,000 | 14,499 | 16,812 | 99.86% | 99.86% |
15/01/2015 | 8.68% | 0.15 | 0.17 | 100,000 | 100,000 | 78,636 | 78,636 | 19,924 | 21,511 | 76.96% | 76.96% |
14/01/2015 | 3.28% | 0.39 | 0.41 | 100,000 | 100,000 | 100,000 | 100,000 | 37,727 | 38,981 | 99.54% | 99.54% |