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 | - | - |
19/03/2015 | 6.38% | 0.13 | 0.14 | 300,000 | 300,000 | 299,914 | 299,993 | 47,426 | 50,471 | 98.57% | 98.57% |
18/03/2015 | 4.21% | 0.22 | 0.23 | 300,000 | 300,000 | 299,190 | 299,237 | 71,467 | 74,532 | 99.69% | 99.69% |
17/03/2015 | 3.09% | 0.34 | 0.35 | 300,000 | 300,000 | 299,205 | 299,401 | 98,390 | 101,472 | 99.25% | 99.33% |
16/03/2015 | 2.98% | 0.24 | 0.25 | 300,000 | 300,000 | 299,713 | 299,859 | 103,453 | 106,510 | 99.23% | 99.40% |
13/03/2015 | 2.05% | 0.47 | 0.48 | 300,000 | 300,000 | 299,500 | 299,302 | 144,831 | 147,737 | 99.46% | 99.46% |
12/03/2015 | 1.84% | 0.51 | 0.52 | 300,000 | 300,000 | 299,679 | 299,911 | 162,539 | 165,681 | 98.04% | 98.27% |
11/03/2015 | 1.71% | 0.53 | 0.54 | 300,000 | 300,000 | 299,458 | 299,342 | 175,924 | 178,890 | 99.80% | 99.80% |
10/03/2015 | 1.52% | 0.70 | 0.71 | 300,000 | 300,000 | 299,140 | 299,127 | 200,528 | 203,585 | 99.52% | 99.52% |
09/03/2015 | 1.42% | 0.69 | 0.70 | 300,000 | 300,000 | 299,319 | 299,247 | 209,440 | 212,387 | 99.71% | 99.86% |