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 | - | - |
02/03/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/02/2015 | 4.21% | 0.31 | 0.33 | 50,000 | 50,000 | 50,000 | 50,000 | 18,094 | 18,871 | 24.10% | 24.10% |
26/02/2015 | 4.89% | 0.38 | 0.39 | 50,000 | 50,000 | 50,000 | 50,000 | 17,439 | 18,313 | 98.72% | 98.72% |
25/02/2015 | 3.77% | 0.35 | 0.36 | 50,000 | 50,000 | 50,000 | 50,000 | 20,242 | 21,012 | 100.00% | 100.00% |
24/02/2015 | 2.35% | 0.60 | 0.61 | 50,000 | 50,000 | 50,000 | 50,000 | 32,166 | 32,930 | 98.08% | 98.08% |
23/02/2015 | 1.98% | 0.96 | 0.98 | 50,000 | 50,000 | 50,000 | 50,000 | 45,600 | 46,511 | 100.00% | 100.00% |
20/02/2015 | 1.87% | 0.93 | 0.94 | 50,000 | 50,000 | 50,000 | 50,000 | 46,635 | 47,517 | 100.00% | 100.00% |
19/02/2015 | 1.70% | 0.95 | 0.96 | 50,000 | 50,000 | 50,000 | 50,000 | 49,655 | 50,508 | 99.92% | 99.92% |
18/02/2015 | 1.48% | 0.99 | 1.01 | 50,000 | 50,000 | 50,000 | 50,000 | 50,087 | 50,834 | 100.00% | 100.00% |