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 | 30,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/03/2015 | - | - | 0.03 | 0 | 60,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/03/2015 | 100.00% | 0.01 | 0.03 | 1,000,000 | 60,000 | 526,218 | 31,573 | 5,262 | 947 | 26.43% | 99.83% |
17/03/2015 | 100.06% | 0.01 | 0.03 | 1,000,000 | 60,000 | 672,135 | 40,328 | 6,721 | 1,211 | 99.76% | 99.76% |
16/03/2015 | 78.73% | 0.01 | 0.04 | 1,000,000 | 60,000 | 672,668 | 40,360 | 10,471 | 1,457 | 100.00% | 100.00% |
13/03/2015 | 35.85% | 0.04 | 0.05 | 1,000,000 | 60,000 | 672,216 | 40,333 | 25,292 | 2,094 | 99.79% | 99.79% |
12/03/2015 | 71.38% | 0.04 | 0.05 | 1,000,000 | 60,000 | 672,815 | 40,369 | 15,294 | 1,519 | 100.00% | 100.00% |
11/03/2015 | 99.19% | 0.01 | 0.03 | 1,000,000 | 60,000 | 293,495 | 40,112 | 3,070 | 1,203 | 98.69% | 98.69% |
10/03/2015 | 100.00% | 0.01 | 0.03 | 60,000 | 60,000 | 38,692 | 38,692 | 387 | 1,161 | 98.19% | 100.00% |