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 | 3.33% | 1.07 | 1.10 | 500,000 | 30,000 | 500,000 | 30,000 | 536,972 | 33,309 | 100.00% | 100.00% |
19/03/2015 | 2.71% | 1.09 | 1.11 | 1,000,000 | 60,000 | 672,858 | 40,372 | 738,120 | 45,429 | 100.00% | 100.00% |
18/03/2015 | 2.23% | 1.21 | 1.23 | 1,000,000 | 60,000 | 672,344 | 40,341 | 850,275 | 52,109 | 99.83% | 99.83% |
17/03/2015 | 2.21% | 1.32 | 1.34 | 1,000,000 | 60,000 | 671,160 | 40,270 | 898,238 | 55,019 | 99.47% | 99.47% |
16/03/2015 | 2.25% | 1.34 | 1.36 | 1,000,000 | 60,000 | 672,851 | 40,371 | 887,504 | 54,386 | 100.00% | 100.00% |
13/03/2015 | 1.47% | 1.44 | 1.45 | 1,000,000 | 60,000 | 672,216 | 40,333 | 953,955 | 57,997 | 99.79% | 99.79% |
12/03/2015 | 1.91% | 1.37 | 1.38 | 1,000,000 | 60,000 | 641,708 | 38,502 | 804,477 | 49,063 | 91.03% | 91.03% |
11/03/2015 | 1.65% | 1.19 | 1.20 | 1,000,000 | 60,000 | 292,986 | 40,097 | 348,766 | 47,739 | 98.62% | 98.62% |
10/03/2015 | 1.87% | 1.13 | 1.14 | 60,000 | 60,000 | 38,541 | 38,541 | 42,199 | 42,921 | 100.00% | 100.00% |