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 | - | - |
20/03/2015 | 21.88% | 0.10 | 0.12 | 750,000 | 750,000 | 750,000 | 750,000 | 61,953 | 76,953 | 86.45% | 86.45% |
19/03/2015 | 26.89% | 0.09 | 0.10 | 750,000 | 750,000 | 749,169 | 749,169 | 28,557 | 36,106 | 92.86% | 92.86% |
18/03/2015 | - | - | 0.02 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 97.00% |
17/03/2015 | 42.39% | 0.01 | 0.03 | 750,000 | 750,000 | 749,893 | 749,893 | 17,583 | 26,029 | 89.98% | 99.41% |
16/03/2015 | 22.75% | 0.03 | 0.04 | 750,000 | 750,000 | 750,000 | 750,000 | 30,053 | 37,553 | 89.53% | 89.53% |
13/03/2015 | 16.79% | 0.05 | 0.06 | 750,000 | 750,000 | 750,000 | 750,000 | 41,315 | 48,815 | 97.97% | 97.97% |
12/03/2015 | 12.67% | 0.06 | 0.07 | 750,000 | 750,000 | 749,732 | 750,000 | 55,831 | 63,350 | 99.84% | 99.84% |
11/03/2015 | 14.49% | 0.05 | 0.06 | 750,000 | 750,000 | 749,816 | 749,378 | 51,452 | 58,916 | 96.81% | 96.81% |
10/03/2015 | 9.36% | 0.10 | 0.11 | 750,000 | 750,000 | 749,998 | 749,934 | 76,957 | 84,451 | 96.01% | 96.01% |