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 | 1.53% | 0.65 | 0.66 | 1,000,000 | 1,000,000 | 999,524 | 1,000,000 | 647,756 | 658,065 | 99.89% | 99.89% |
19/03/2015 | 1.71% | 0.60 | 0.61 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 579,994 | 589,994 | 99.93% | 99.93% |
18/03/2015 | 1.76% | 0.57 | 0.58 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 562,653 | 572,653 | 100.00% | 100.00% |
17/03/2015 | 1.84% | 0.54 | 0.55 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 539,504 | 549,504 | 87.46% | 87.46% |
16/03/2015 | 1.91% | 0.58 | 0.59 | 1,000,000 | 1,000,000 | 999,993 | 1,000,000 | 519,303 | 529,306 | 99.48% | 99.48% |
13/03/2015 | 2.08% | 0.48 | 0.49 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 477,003 | 487,003 | 100.00% | 100.00% |
12/03/2015 | 2.16% | 0.46 | 0.47 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 458,052 | 468,052 | 98.95% | 98.95% |
11/03/2015 | 2.19% | 0.46 | 0.47 | 1,000,000 | 1,000,000 | 999,925 | 1,000,000 | 451,284 | 461,317 | 100.00% | 100.00% |
10/03/2015 | 2.41% | 0.40 | 0.41 | 1,000,000 | 1,000,000 | 999,972 | 999,972 | 411,757 | 421,757 | 100.00% | 100.00% |