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 | 100.00% | 0.01 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 30,000 | 64.32% | 99.87% |
19/03/2015 | 48.24% | 0.02 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 33,826 | 53,826 | 99.94% | 99.94% |
18/03/2015 | 21.16% | 0.07 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 85,103 | 105,103 | 100.00% | 100.00% |
17/03/2015 | 15.78% | 0.11 | 0.13 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 117,091 | 137,091 | 87.81% | 87.81% |
16/03/2015 | 14.76% | 0.10 | 0.12 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 127,591 | 147,591 | 99.68% | 99.68% |
13/03/2015 | 12.10% | 0.15 | 0.17 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 155,611 | 175,611 | 100.00% | 100.00% |
12/03/2015 | 10.29% | 0.14 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 185,801 | 205,801 | 98.95% | 98.95% |
11/03/2015 | 9.32% | 0.21 | 0.23 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 204,837 | 224,837 | 100.00% | 100.00% |
10/03/2015 | 8.41% | 0.23 | 0.25 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 228,120 | 248,120 | 100.00% | 100.00% |