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 | 1.50% | 1.32 | 1.34 | 100,000 | 100,000 | 284,254 | 284,569 | 375,460 | 381,567 | 79.06% | 79.06% |
19/03/2015 | 1.59% | 1.27 | 1.29 | 500,000 | 500,000 | 500,000 | 500,000 | 625,393 | 635,393 | 100.00% | 100.00% |
18/03/2015 | 1.61% | 1.24 | 1.26 | 500,000 | 500,000 | 500,000 | 500,000 | 616,712 | 626,712 | 99.88% | 99.88% |
17/03/2015 | 1.63% | 1.21 | 1.23 | 500,000 | 500,000 | 500,000 | 500,000 | 608,330 | 618,330 | 100.00% | 100.00% |
16/03/2015 | 1.67% | 1.25 | 1.27 | 500,000 | 500,000 | 500,000 | 500,000 | 594,955 | 604,955 | 99.84% | 99.84% |
13/03/2015 | 1.73% | 1.15 | 1.17 | 500,000 | 500,000 | 500,000 | 500,000 | 573,596 | 583,596 | 99.88% | 99.88% |
12/03/2015 | 1.76% | 1.13 | 1.15 | 500,000 | 500,000 | 500,000 | 500,000 | 562,714 | 572,714 | 99.40% | 99.40% |
11/03/2015 | 1.77% | 1.13 | 1.15 | 500,000 | 500,000 | 500,000 | 500,000 | 559,888 | 569,888 | 98.92% | 98.92% |
10/03/2015 | 1.84% | 1.06 | 1.08 | 500,000 | 500,000 | 500,000 | 500,000 | 538,723 | 548,723 | 96.17% | 96.17% |