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 | 8.82% | 0.11 | 0.12 | 210,000 | 210,000 | 210,000 | 210,000 | 22,790 | 24,890 | 99.09% | 99.09% |
19/03/2015 | 8.81% | 0.11 | 0.12 | 210,000 | 210,000 | 210,000 | 210,000 | 22,845 | 24,945 | 98.03% | 98.03% |
18/03/2015 | 9.73% | 0.09 | 0.10 | 220,000 | 220,000 | 216,112 | 216,112 | 21,358 | 23,519 | 96.37% | 96.37% |
17/03/2015 | 7.99% | 0.12 | 0.13 | 220,000 | 220,000 | 215,893 | 215,893 | 26,045 | 28,204 | 96.08% | 96.08% |
16/03/2015 | 8.27% | 0.14 | 0.15 | 220,000 | 220,000 | 224,086 | 224,086 | 26,205 | 28,445 | 99.54% | 99.54% |
13/03/2015 | 10.39% | 0.09 | 0.10 | 240,000 | 240,000 | 235,915 | 235,915 | 21,578 | 23,937 | 99.34% | 99.34% |
12/03/2015 | 9.43% | 0.11 | 0.12 | 240,000 | 240,000 | 240,000 | 240,000 | 24,359 | 26,759 | 98.63% | 98.63% |
11/03/2015 | 11.55% | 0.10 | 0.11 | 270,000 | 270,000 | 270,000 | 270,000 | 22,079 | 24,779 | 100.00% | 100.00% |
10/03/2015 | 11.01% | 0.08 | 0.09 | 260,000 | 260,000 | 255,930 | 255,930 | 22,134 | 24,693 | 99.55% | 99.55% |