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 | 4.22% | 0.30 | 0.31 | 500,000 | 100,000 | 500,000 | 100,000 | 139,994 | 29,201 | 88.52% | 88.52% |
19/03/2015 | 5.19% | 0.27 | 0.29 | 500,000 | 100,000 | 500,000 | 100,000 | 124,735 | 26,268 | 99.95% | 99.95% |
18/03/2015 | 4.10% | 0.24 | 0.25 | 500,000 | 100,000 | 500,000 | 100,000 | 124,959 | 26,037 | 99.67% | 99.67% |
17/03/2015 | 7.65% | 0.18 | 0.19 | 500,000 | 100,000 | 500,000 | 100,000 | 88,007 | 18,994 | 100.00% | 100.00% |
16/03/2015 | 5.94% | 0.22 | 0.23 | 500,000 | 100,000 | 788,560 | 100,000 | 169,486 | 22,880 | 97.83% | 97.83% |
13/03/2015 | 6.92% | 0.19 | 0.20 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 179,664 | 19,244 | 100.00% | 100.00% |
12/03/2015 | 6.92% | 0.15 | 0.17 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 156,931 | 16,815 | 100.00% | 100.00% |
11/03/2015 | 11.24% | 0.14 | 0.15 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 116,307 | 13,002 | 100.00% | 100.00% |
10/03/2015 | 12.19% | 0.08 | 0.09 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 79,395 | 8,968 | 99.88% | 99.88% |