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 | 12.15% | 0.28 | 0.32 | 500,000 | 30,000 | 500,000 | 30,000 | 141,706 | 9,601 | 100.00% | 100.00% |
19/03/2015 | 9.33% | 0.30 | 0.32 | 1,000,000 | 60,000 | 672,725 | 40,364 | 204,795 | 13,411 | 100.00% | 100.00% |
18/03/2015 | 5.88% | 0.41 | 0.44 | 1,000,000 | 60,000 | 672,347 | 40,341 | 312,190 | 19,818 | 99.83% | 99.83% |
17/03/2015 | 5.48% | 0.52 | 0.54 | 1,000,000 | 60,000 | 671,362 | 40,282 | 359,723 | 22,712 | 99.53% | 99.53% |
16/03/2015 | 5.63% | 0.53 | 0.55 | 1,000,000 | 60,000 | 672,854 | 40,371 | 346,711 | 21,930 | 100.00% | 100.00% |
13/03/2015 | 3.29% | 0.64 | 0.65 | 1,000,000 | 60,000 | 672,210 | 40,333 | 412,748 | 25,497 | 99.79% | 99.79% |
12/03/2015 | 5.53% | 0.56 | 0.58 | 1,000,000 | 60,000 | 641,708 | 38,502 | 292,240 | 18,330 | 91.03% | 91.03% |
11/03/2015 | 4.79% | 0.39 | 0.40 | 1,000,000 | 60,000 | 292,927 | 40,096 | 114,700 | 15,758 | 98.61% | 98.61% |
10/03/2015 | 6.08% | 0.34 | 0.35 | 60,000 | 60,000 | 38,535 | 38,535 | 12,076 | 12,751 | 100.00% | 100.00% |