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 | - | - | 0.04 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/03/2015 | - | - | 0.04 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 97.71% |
18/03/2015 | - | - | 0.04 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 92.41% |
17/03/2015 | - | - | 0.04 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.57% |
16/03/2015 | - | - | 0.04 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.16% |
13/03/2015 | - | - | 0.04 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.69% |
12/03/2015 | - | - | 0.04 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.24% |
11/03/2015 | - | - | 0.04 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.70% |
10/03/2015 | 133.33% | 0.01 | 0.04 | 75,000 | 125,000 | 75,000 | 75,000 | 750 | 3,750 | 0.17% | 97.44% |