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 | 4.21% | 0.24 | 0.25 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 232,520 | 242,520 | 99.87% | 99.87% |
19/03/2015 | 4.92% | 0.23 | 0.24 | 1,000,000 | 1,000,000 | 999,932 | 999,973 | 199,860 | 209,868 | 99.94% | 99.94% |
18/03/2015 | 7.17% | 0.15 | 0.16 | 1,000,000 | 1,000,000 | 999,763 | 999,952 | 134,863 | 144,890 | 100.00% | 100.00% |
17/03/2015 | 9.11% | 0.11 | 0.12 | 1,000,000 | 1,000,000 | 999,949 | 999,775 | 105,238 | 115,216 | 86.83% | 86.83% |
16/03/2015 | 9.51% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 999,842 | 999,904 | 102,231 | 112,240 | 99.68% | 99.68% |
13/03/2015 | 10.18% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 999,895 | 999,851 | 93,748 | 103,744 | 100.00% | 100.00% |
12/03/2015 | 12.82% | 0.12 | 0.13 | 838,000 | 1,000,000 | 999,535 | 1,000,000 | 73,640 | 83,675 | 86.58% | 86.58% |
11/03/2015 | 13.52% | 0.07 | 0.08 | 1,000,000 | 1,000,000 | 999,971 | 1,000,000 | 69,258 | 79,260 | 100.00% | 100.00% |
10/03/2015 | 14.78% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 63,081 | 73,081 | 100.00% | 100.00% |