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 | 10.20% | 0.30 | 0.33 | 200,000 | 200,000 | 200,000 | 200,000 | 55,891 | 61,891 | 100.00% | 100.00% |
19/03/2015 | 9.93% | 0.27 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 50,182 | 55,455 | 100.00% | 100.00% |
18/03/2015 | 9.64% | 0.24 | 0.26 | 200,000 | 200,000 | 200,000 | 200,000 | 48,637 | 53,596 | 99.08% | 99.08% |
17/03/2015 | 11.05% | 0.17 | 0.19 | 200,000 | 200,000 | 200,000 | 200,000 | 34,222 | 38,222 | 100.00% | 100.00% |
16/03/2015 | 9.10% | 0.21 | 0.23 | 200,000 | 200,000 | 200,000 | 200,000 | 41,986 | 45,986 | 91.70% | 91.70% |
13/03/2015 | 10.78% | 0.18 | 0.20 | 200,000 | 200,000 | 200,000 | 200,000 | 35,158 | 39,158 | 100.00% | 100.00% |
12/03/2015 | 12.23% | 0.15 | 0.17 | 200,000 | 200,000 | 200,000 | 200,000 | 30,756 | 34,756 | 99.25% | 99.25% |
11/03/2015 | 16.09% | 0.13 | 0.15 | 200,000 | 200,000 | 200,000 | 200,000 | 22,948 | 26,948 | 100.00% | 100.00% |
10/03/2015 | 22.32% | 0.08 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 15,931 | 19,931 | 100.00% | 100.00% |