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 | 1.51% | 0.70 | 0.71 | 100,000 | 100,000 | 100,000 | 100,000 | 65,802 | 66,802 | 99.28% | 99.28% |
19/03/2015 | 1.56% | 0.63 | 0.64 | 100,000 | 100,000 | 100,000 | 100,000 | 63,663 | 64,663 | 99.88% | 99.88% |
18/03/2015 | 1.52% | 0.62 | 0.63 | 100,000 | 100,000 | 100,000 | 100,000 | 65,433 | 66,433 | 100.00% | 100.00% |
17/03/2015 | 1.60% | 0.62 | 0.63 | 100,000 | 100,000 | 100,000 | 100,000 | 61,822 | 62,822 | 88.69% | 88.69% |
16/03/2015 | 1.62% | 0.65 | 0.66 | 100,000 | 100,000 | 100,000 | 100,000 | 61,479 | 62,479 | 99.56% | 99.56% |
13/03/2015 | 1.73% | 0.57 | 0.58 | 100,000 | 100,000 | 100,000 | 100,000 | 57,433 | 58,433 | 100.00% | 100.00% |
12/03/2015 | 1.94% | 0.52 | 0.53 | 100,000 | 100,000 | 100,000 | 100,000 | 51,158 | 52,158 | 98.86% | 98.86% |
11/03/2015 | 2.05% | 0.51 | 0.52 | 100,000 | 100,000 | 100,000 | 100,000 | 48,301 | 49,301 | 99.92% | 99.92% |
10/03/2015 | 2.23% | 0.43 | 0.44 | 100,000 | 100,000 | 100,000 | 100,000 | 44,504 | 45,504 | 100.00% | 100.00% |