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 | 19.24% | 0.05 | 0.06 | 1,000,000 | 1,000,000 | 999,653 | 1,000,000 | 47,794 | 57,810 | 99.87% | 99.87% |
19/03/2015 | 21.11% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 999,960 | 1,000,000 | 43,895 | 53,897 | 99.94% | 99.94% |
18/03/2015 | 35.13% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 999,527 | 1,000,000 | 24,250 | 34,264 | 100.00% | 100.00% |
17/03/2015 | 40.21% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,921 | 29,921 | 87.81% | 87.81% |
16/03/2015 | 37.26% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 22,393 | 32,393 | 99.68% | 99.68% |
13/03/2015 | 35.05% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 24,331 | 34,331 | 100.00% | 100.00% |
12/03/2015 | 37.72% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 999,985 | 1,000,000 | 22,034 | 32,035 | 98.95% | 98.95% |
11/03/2015 | 40.00% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 20,000 | 30,000 | 100.00% | 100.00% |
10/03/2015 | 39.99% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 20,008 | 30,008 | 100.00% | 100.00% |