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 | - | - | 0.03 | 0 | 60,000 | 0 | 0 | 0 | 0 | 0.00% | 96.50% |
17/03/2015 | - | - | 0.03 | 0 | 60,000 | 0 | 0 | 0 | 0 | 0.00% | 97.78% |
16/03/2015 | - | - | 0.03 | 0 | 60,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13/03/2015 | 100.00% | 0.01 | 0.03 | 1,000,000 | 60,000 | 953,217 | 57,193 | 9,532 | 1,716 | 37.31% | 99.47% |
12/03/2015 | 100.00% | 0.01 | 0.03 | 1,000,000 | 60,000 | 836,694 | 50,202 | 8,367 | 1,506 | 51.30% | 100.00% |
11/03/2015 | 100.00% | 0.01 | 0.03 | 1,000,000 | 60,000 | 524,785 | 45,728 | 5,248 | 1,372 | 59.30% | 97.67% |
10/03/2015 | 100.00% | 0.01 | 0.03 | 60,000 | 60,000 | 38,540 | 38,540 | 385 | 1,156 | 99.63% | 99.63% |