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 | 66.67% | 0.01 | 0.01 | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 | 2,000 | 53.25% | 87.01% |
19/03/2015 | 64.14% | 0.01 | 0.01 | 100,000 | 100,000 | 99,841 | 99,841 | 1,099 | 2,101 | 43.63% | 97.38% |
18/03/2015 | 45.88% | 0.01 | 0.02 | 100,000 | 100,000 | 100,000 | 100,000 | 1,858 | 2,858 | 100.00% | 100.00% |
17/03/2015 | 36.77% | 0.03 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 2,386 | 3,386 | 98.27% | 98.27% |
16/03/2015 | 22.46% | 0.04 | 0.05 | 100,000 | 100,000 | 100,000 | 100,000 | 4,035 | 5,035 | 100.00% | 100.00% |
13/03/2015 | 27.51% | 0.03 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 3,177 | 4,177 | 100.00% | 100.00% |
12/03/2015 | 35.39% | 0.03 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 2,403 | 3,403 | 100.00% | 100.00% |
11/03/2015 | 52.36% | 0.02 | 0.03 | 100,000 | 100,000 | 100,000 | 100,000 | 1,537 | 2,537 | 100.00% | 100.00% |
10/03/2015 | 61.93% | 0.01 | 0.02 | 100,000 | 100,000 | 100,000 | 100,000 | 1,177 | 2,177 | 97.07% | 100.00% |