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 | 36.63% | 0.05 | 0.08 | 150,000 | 150,000 | 150,000 | 150,000 | 10,164 | 14,664 | 99.45% | 99.45% |
19/03/2015 | 24.82% | 0.11 | 0.14 | 175,000 | 175,000 | 175,000 | 175,000 | 18,843 | 24,093 | 89.76% | 89.76% |
18/03/2015 | 13.67% | 0.15 | 0.18 | 175,000 | 175,000 | 165,793 | 165,793 | 34,246 | 39,220 | 96.72% | 96.72% |
17/03/2015 | 12.47% | 0.24 | 0.27 | 175,000 | 175,000 | 165,511 | 165,511 | 37,387 | 42,352 | 98.42% | 98.42% |
16/03/2015 | 11.50% | 0.26 | 0.29 | 175,000 | 175,000 | 175,000 | 175,000 | 43,085 | 48,335 | 98.83% | 98.83% |
13/03/2015 | 7.04% | 0.26 | 0.29 | 175,000 | 175,000 | 175,000 | 175,000 | 48,768 | 52,317 | 95.89% | 95.89% |
12/03/2015 | 7.87% | 0.26 | 0.28 | 175,000 | 175,000 | 183,693 | 183,693 | 44,890 | 48,563 | 95.12% | 95.12% |
11/03/2015 | 7.25% | 0.28 | 0.30 | 175,000 | 175,000 | 174,982 | 175,000 | 46,650 | 50,155 | 87.52% | 87.52% |
10/03/2015 | 11.28% | 0.20 | 0.22 | 200,000 | 200,000 | 209,425 | 209,426 | 35,250 | 39,439 | 97.33% | 97.33% |