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 | 14.18% | 0.13 | 0.15 | 300,000 | 300,000 | 300,000 | 300,000 | 38,676 | 44,562 | 86.85% | 86.85% |
19/03/2015 | 10.64% | 0.13 | 0.15 | 300,000 | 300,000 | 300,000 | 300,000 | 31,174 | 34,620 | 97.23% | 97.23% |
18/03/2015 | 18.87% | 0.06 | 0.07 | 300,000 | 300,000 | 300,000 | 300,000 | 16,266 | 19,619 | 100.00% | 100.00% |
17/03/2015 | 24.64% | 0.04 | 0.05 | 300,000 | 300,000 | 300,000 | 300,000 | 12,174 | 15,495 | 98.53% | 98.53% |
16/03/2015 | 26.90% | 0.05 | 0.06 | 300,000 | 300,000 | 300,000 | 300,000 | 11,155 | 14,419 | 100.00% | 100.00% |
13/03/2015 | 28.93% | 0.03 | 0.05 | 300,000 | 300,000 | 300,000 | 300,000 | 9,889 | 13,200 | 100.00% | 100.00% |
12/03/2015 | 37.26% | 0.05 | 0.06 | 300,000 | 300,000 | 300,000 | 300,000 | 7,657 | 10,990 | 99.89% | 99.89% |
11/03/2015 | 39.17% | 0.02 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 6,961 | 10,280 | 100.00% | 100.00% |
10/03/2015 | 41.22% | 0.02 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 6,057 | 9,218 | 100.00% | 100.00% |