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 | - | - |
16/01/2015 | 100,05% | 0,01 | 0,03 | 750 000 | 750 000 | 750 000 | 750 000 | 10 637 | 30 483 | 33,28% | 79,90% |
15/01/2015 | 9,67% | 0,04 | 0,05 | 750 000 | 750 000 | 750 000 | 750 000 | 108 498 | 116 037 | 86,66% | 86,66% |
14/01/2015 | 4,12% | 0,28 | 0,29 | 750 000 | 750 000 | 750 000 | 750 000 | 186 078 | 193 578 | 95,68% | 95,68% |
13/01/2015 | 3,77% | 0,18 | 0,19 | 750 000 | 750 000 | 750 000 | 750 000 | 210 002 | 217 502 | 99,17% | 99,17% |
12/01/2015 | 2,06% | 0,45 | 0,46 | 750 000 | 750 000 | 750 000 | 750 000 | 368 026 | 375 526 | 99,13% | 99,13% |
09/01/2015 | 2,28% | 0,79 | 0,80 | 750 000 | 750 000 | 750 000 | 750 000 | 333 255 | 340 755 | 97,10% | 97,10% |
08/01/2015 | 1,57% | 0,40 | 0,41 | 750 000 | 750 000 | 750 000 | 750 000 | 485 559 | 493 059 | 99,57% | 99,57% |
07/01/2015 | 1,10% | 1,02 | 1,03 | 750 000 | 750 000 | 730 239 | 730 239 | 664 276 | 671 578 | 99,87% | 99,87% |
06/01/2015 | 1,00% | 0,99 | 1,00 | 750 000 | 750 000 | 749 463 | 749 463 | 754 101 | 761 596 | 98,52% | 98,52% |