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 | - | 0.01 | - | 200,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 53.99% |
18/12/2014 | 3.51% | 0.76 | 0.79 | 200,000 | 200,000 | 199,835 | 199,997 | 122,451 | 126,831 | 99.75% | 99.75% |
17/12/2014 | 8.78% | 0.20 | 0.22 | 200,000 | 200,000 | 200,000 | 199,996 | 44,566 | 48,565 | 91.24% | 91.24% |
16/12/2014 | 12.23% | 0.38 | 0.40 | 200,000 | 200,000 | 199,958 | 199,961 | 33,426 | 37,419 | 100.00% | 100.00% |
15/12/2014 | 5.02% | 0.36 | 0.39 | 200,000 | 200,000 | 199,979 | 199,933 | 120,196 | 126,118 | 95.72% | 95.73% |
12/12/2014 | 2.00% | 0.88 | 0.90 | 200,000 | 200,000 | 199,988 | 199,992 | 192,687 | 196,562 | 99.92% | 99.92% |
11/12/2014 | 1.47% | 1.26 | 1.27 | 200,000 | 200,000 | 199,988 | 199,977 | 222,349 | 225,564 | 99.66% | 99.67% |
10/12/2014 | 1.85% | 1.07 | 1.09 | 200,000 | 200,000 | 200,000 | 200,000 | 214,518 | 218,518 | 74.77% | 74.77% |
09/12/2014 | 1.24% | 1.16 | 1.18 | 200,000 | 200,000 | 199,916 | 199,956 | 267,093 | 270,491 | 82.89% | 82.89% |