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 | - | - |
02/03/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/02/2015 | - | 0.17 | 0.20 | 2,500 | 2,500 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/02/2015 | 2.56% | 0.38 | 0.39 | 100,000 | 100,000 | 100,000 | 100,000 | 38,667 | 39,667 | 99.24% | 99.24% |
25/02/2015 | 2.41% | 0.41 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 41,055 | 42,055 | 98.87% | 98.87% |
24/02/2015 | 2.89% | 0.34 | 0.35 | 100,000 | 100,000 | 100,000 | 100,000 | 34,193 | 35,193 | 98.56% | 98.56% |
23/02/2015 | 3.95% | 0.26 | 0.27 | 100,000 | 100,000 | 100,000 | 100,000 | 24,912 | 25,912 | 99.33% | 99.33% |
20/02/2015 | 2.98% | 0.31 | 0.32 | 100,000 | 100,000 | 100,000 | 100,000 | 33,102 | 34,102 | 98.44% | 98.44% |
19/02/2015 | 2.68% | 0.34 | 0.35 | 100,000 | 100,000 | 100,000 | 100,000 | 37,055 | 38,055 | 98.29% | 98.29% |
18/02/2015 | 2.19% | 0.39 | 0.40 | 100,000 | 100,000 | 100,000 | 100,000 | 45,298 | 46,298 | 99.38% | 99.38% |