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 | 1.92% | 0.51 | 0.52 | 1,000,000 | 1,000,000 | 999,948 | 1,000,000 | 515,722 | 525,748 | 99.88% | 99.88% |
19/03/2015 | 2.22% | 0.46 | 0.47 | 1,000,000 | 1,000,000 | 999,968 | 1,000,000 | 446,516 | 456,531 | 99.93% | 99.93% |
18/03/2015 | 2.31% | 0.43 | 0.44 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 428,770 | 438,770 | 100.00% | 100.00% |
17/03/2015 | 2.44% | 0.41 | 0.42 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 406,590 | 416,590 | 87.46% | 87.46% |
16/03/2015 | 2.57% | 0.45 | 0.46 | 1,000,000 | 1,000,000 | 999,960 | 1,000,000 | 385,874 | 395,890 | 99.48% | 99.48% |
13/03/2015 | 2.84% | 0.35 | 0.36 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 346,932 | 356,932 | 100.00% | 100.00% |
12/03/2015 | 2.99% | 0.33 | 0.34 | 1,000,000 | 1,000,000 | 999,985 | 1,000,000 | 329,355 | 339,360 | 98.95% | 98.95% |
11/03/2015 | 3.05% | 0.33 | 0.34 | 1,000,000 | 1,000,000 | 999,791 | 1,000,000 | 322,668 | 332,733 | 100.00% | 100.00% |
10/03/2015 | 3.44% | 0.27 | 0.28 | 1,000,000 | 1,000,000 | 999,873 | 999,667 | 287,421 | 297,359 | 100.00% | 100.00% |