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 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 99.60% |
19/03/2015 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/03/2015 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 99.76% |
17/03/2015 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/03/2015 | 66.67% | 0.01 | 0.02 | 500,000 | 500,000 | 499,851 | 499,851 | 4,999 | 9,997 | 10.18% | 99.69% |
13/03/2015 | 66.67% | 0.01 | 0.02 | 500,000 | 500,000 | 499,916 | 499,916 | 4,999 | 9,998 | 95.20% | 99.78% |
12/03/2015 | 66.67% | 0.01 | 0.01 | 90,000 | 100,000 | 90,000 | 100,000 | 900 | 2,000 | 0.07% | 57.97% |
11/03/2015 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 97.17% |
10/03/2015 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 99.16% |