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 | - | - |
19/12/2014 | - | 7.16 | - | 200,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/12/2014 | 1.00% | 6.88 | 6.93 | 200,000 | 200,000 | 200,000 | 200,000 | 1,302,770 | 1,315,820 | 100.00% | 100.00% |
17/12/2014 | 1.82% | 4.35 | 4.43 | 200,000 | 200,000 | 200,000 | 200,000 | 757,393 | 771,244 | 91.14% | 91.14% |
16/12/2014 | 3.00% | 3.96 | 4.03 | 200,000 | 200,000 | 200,000 | 200,000 | 491,081 | 505,573 | 100.00% | 100.00% |
15/12/2014 | 1.27% | 3.11 | 3.17 | 200,000 | 200,000 | 200,000 | 200,000 | 1,032,360 | 1,045,250 | 100.00% | 100.00% |
12/12/2014 | 1.00% | 5.69 | 5.76 | 200,000 | 200,000 | 200,000 | 200,000 | 1,299,590 | 1,312,630 | 98.15% | 98.15% |
11/12/2014 | 0.83% | 8.07 | 8.14 | 200,000 | 200,000 | 199,996 | 200,000 | 1,540,230 | 1,553,130 | 99.94% | 99.94% |
10/12/2014 | 0.79% | 7.61 | 7.67 | 200,000 | 200,000 | 200,000 | 200,000 | 1,598,460 | 1,611,070 | 94.43% | 94.43% |
09/12/2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |