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 | 1.20% | 1.93 | 1.96 | 40,000 | 40,000 | 40,000 | 40,000 | 77,460 | 78,392 | 100.00% | 100.00% |
19/03/2015 | 1.06% | 1.85 | 1.87 | 40,000 | 40,000 | 40,000 | 40,000 | 74,822 | 75,622 | 98.50% | 98.50% |
18/03/2015 | 1.07% | 1.86 | 1.88 | 40,000 | 40,000 | 40,000 | 40,000 | 74,599 | 75,399 | 96.61% | 96.61% |
17/03/2015 | 1.12% | 1.79 | 1.81 | 40,000 | 40,000 | 40,000 | 40,000 | 71,042 | 71,842 | 97.93% | 97.93% |
16/03/2015 | 1.12% | 1.81 | 1.83 | 40,000 | 40,000 | 40,000 | 40,000 | 70,980 | 71,780 | 99.90% | 99.90% |
13/03/2015 | 1.18% | 1.68 | 1.70 | 40,000 | 40,000 | 40,000 | 40,000 | 67,656 | 68,456 | 99.55% | 99.55% |
12/03/2015 | 1.21% | 1.66 | 1.68 | 40,000 | 40,000 | 40,000 | 40,000 | 65,779 | 66,579 | 99.24% | 99.24% |
11/03/2015 | 1.28% | 1.60 | 1.62 | 40,000 | 40,000 | 40,000 | 40,000 | 62,230 | 63,030 | 98.55% | 98.55% |
10/03/2015 | 1.32% | 1.49 | 1.51 | 40,000 | 40,000 | 40,000 | 40,000 | 60,368 | 61,168 | 99.68% | 99.68% |