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 | - | - | 0.03 | 0 | 10,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/03/2015 | - | - | 0.03 | 0 | 10,000 | 0 | 0 | 0 | 0 | 0.00% | 99.67% |
18/03/2015 | 100.00% | 0.01 | 0.03 | 1,000,000 | 10,000 | 1,000,000 | 10,000 | 10,000 | 300 | 21.74% | 94.20% |
17/03/2015 | 100.00% | 0.01 | 0.03 | 1,000,000 | 10,000 | 1,000,000 | 10,000 | 10,000 | 300 | 30.30% | 100.00% |
16/03/2015 | 100.00% | 0.01 | 0.03 | 1,000,000 | 10,000 | 1,000,000 | 10,000 | 10,000 | 300 | 70.37% | 97.02% |
13/03/2015 | 90.23% | 0.02 | 0.03 | 1,000,000 | 10,000 | 1,000,000 | 10,000 | 11,628 | 300 | 100.00% | 100.00% |
12/03/2015 | 47.86% | 0.01 | 0.03 | 1,000,000 | 10,000 | 1,000,000 | 10,000 | 20,713 | 325 | 94.17% | 94.17% |
11/03/2015 | 29.09% | 0.03 | 0.04 | 1,000,000 | 10,000 | 274,323 | 10,000 | 7,777 | 395 | 98.46% | 98.46% |
10/03/2015 | 33.03% | 0.03 | 0.04 | 10,000 | 10,000 | 10,000 | 10,000 | 261 | 361 | 100.00% | 100.00% |