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 | - | - |
04/03/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
03/03/2015 | 4.81% | 0.34 | 0.35 | 200,000 | 200,000 | 200,000 | 200,000 | 68,000 | 71,354 | 0.65% | 0.65% |
02/03/2015 | 3.63% | 0.41 | 0.43 | 200,000 | 200,000 | 200,000 | 200,000 | 84,143 | 87,256 | 99.74% | 99.74% |
27/02/2015 | 3.57% | 0.41 | 0.42 | 200,000 | 200,000 | 200,000 | 200,000 | 84,446 | 87,508 | 100.00% | 100.00% |
26/02/2015 | 3.00% | 0.40 | 0.41 | 200,000 | 200,000 | 200,000 | 200,000 | 100,432 | 103,470 | 100.00% | 100.00% |
25/02/2015 | 2.93% | 0.52 | 0.54 | 200,000 | 200,000 | 188,975 | 188,975 | 100,756 | 103,754 | 99.57% | 99.69% |
24/02/2015 | 2.80% | 0.53 | 0.54 | 100,000 | 100,000 | 100,000 | 100,000 | 55,181 | 56,748 | 99.90% | 99.90% |
23/02/2015 | 2.43% | 0.54 | 0.56 | 100,000 | 100,000 | 100,000 | 100,000 | 60,003 | 61,478 | 98.91% | 99.23% |
20/02/2015 | 2.10% | 0.70 | 0.72 | 100,000 | 100,000 | 100,000 | 99,999 | 67,366 | 68,799 | 99.69% | 99.69% |