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 | - | 1.71 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 75.18% |
18/12/2014 | 0.63% | 1.63 | 1.64 | 250,000 | 250,000 | 250,000 | 250,000 | 393,107 | 395,607 | 99.75% | 99.75% |
17/12/2014 | 0.78% | 1.32 | 1.33 | 250,000 | 250,000 | 250,000 | 250,000 | 321,172 | 323,672 | 91.23% | 91.24% |
16/12/2014 | 0.82% | 1.31 | 1.32 | 250,000 | 250,000 | 250,000 | 250,000 | 302,802 | 305,302 | 100.00% | 100.00% |
15/12/2014 | 0.69% | 1.30 | 1.31 | 250,000 | 250,000 | 250,000 | 250,000 | 363,153 | 365,653 | 98.74% | 98.74% |
12/12/2014 | 0.65% | 1.54 | 1.55 | 250,000 | 250,000 | 250,000 | 250,000 | 381,800 | 384,300 | 100.00% | 100.00% |
11/12/2014 | 0.63% | 1.60 | 1.61 | 250,000 | 250,000 | 250,000 | 250,000 | 392,711 | 395,211 | 99.67% | 99.67% |
10/12/2014 | 1.24% | 1.59 | 1.61 | 250,000 | 250,000 | 250,000 | 250,000 | 400,636 | 405,636 | 99.73% | 99.73% |
09/12/2014 | 0.61% | 1.55 | 1.57 | 250,000 | 250,000 | 249,770 | 249,997 | 420,202 | 423,139 | 98.53% | 98.54% |