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 | 2.25% | 0.89 | 0.91 | 250,000 | 250,000 | 250,000 | 250,000 | 219,659 | 224,659 | 99.66% | 99.66% |
19/03/2015 | 2.31% | 0.85 | 0.87 | 250,000 | 250,000 | 250,000 | 250,000 | 214,401 | 219,401 | 98.42% | 98.42% |
18/03/2015 | 2.31% | 0.85 | 0.87 | 250,000 | 250,000 | 250,000 | 250,000 | 214,107 | 219,107 | 99.78% | 99.78% |
17/03/2015 | 2.45% | 0.83 | 0.85 | 250,000 | 250,000 | 250,000 | 250,000 | 201,723 | 206,723 | 100.00% | 100.00% |
16/03/2015 | 2.44% | 0.82 | 0.84 | 250,000 | 250,000 | 250,000 | 250,000 | 202,394 | 207,394 | 99.72% | 99.72% |
13/03/2015 | 2.44% | 0.81 | 0.83 | 250,000 | 250,000 | 250,000 | 250,000 | 202,245 | 207,245 | 99.81% | 99.81% |
12/03/2015 | 2.52% | 0.79 | 0.81 | 250,000 | 250,000 | 250,000 | 250,000 | 195,639 | 200,639 | 99.15% | 99.15% |
11/03/2015 | 2.63% | 0.82 | 0.84 | 250,000 | 250,000 | 250,000 | 250,000 | 187,765 | 192,765 | 70.90% | 70.90% |
10/03/2015 | 3.16% | 0.63 | 0.65 | 250,000 | 250,000 | 250,000 | 250,000 | 155,805 | 160,805 | 99.18% | 99.18% |