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 | - | - |
23/03/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/03/2015 | - | 0.02 | 0.11 | 10,000 | 10,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/03/2015 | 43.84% | 0.05 | 0.10 | 50,000 | 50,000 | 50,000 | 50,000 | 4,854 | 7,354 | 97.22% | 97.22% |
18/03/2015 | 23.93% | 0.15 | 0.20 | 50,000 | 50,000 | 50,000 | 50,000 | 9,329 | 11,829 | 92.07% | 92.07% |
17/03/2015 | 15.89% | 0.27 | 0.32 | 50,000 | 50,000 | 50,000 | 50,000 | 14,581 | 17,081 | 97.90% | 97.90% |
16/03/2015 | 13.62% | 0.27 | 0.32 | 50,000 | 50,000 | 50,000 | 50,000 | 17,441 | 19,941 | 98.72% | 98.72% |
13/03/2015 | 10.85% | 0.40 | 0.45 | 50,000 | 50,000 | 50,000 | 50,000 | 21,858 | 24,358 | 99.07% | 99.07% |
12/03/2015 | 8.23% | 0.47 | 0.52 | 50,000 | 50,000 | 50,000 | 50,000 | 29,394 | 31,894 | 98.28% | 98.28% |
11/03/2015 | 6.16% | 0.75 | 0.80 | 50,000 | 50,000 | 50,000 | 50,000 | 39,385 | 41,885 | 96.21% | 96.21% |