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 | - | - |
01/04/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
31/03/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/03/2015 | 5.40% | 0.18 | 0.19 | 200,000 | 200,000 | 200,000 | 200,000 | 39,795 | 42,007 | 94.66% | 94.66% |
27/03/2015 | 4.75% | 0.24 | 0.25 | 200,000 | 200,000 | 200,000 | 200,000 | 45,636 | 47,855 | 100.00% | 100.00% |
26/03/2015 | 4.13% | 0.24 | 0.25 | 200,000 | 200,000 | 200,000 | 200,000 | 52,781 | 55,008 | 100.00% | 100.00% |
25/03/2015 | 4.96% | 0.22 | 0.23 | 200,000 | 200,000 | 200,000 | 200,000 | 40,392 | 42,441 | 100.00% | 100.00% |
24/03/2015 | 5.02% | 0.20 | 0.21 | 200,000 | 200,000 | 200,000 | 200,000 | 39,725 | 41,766 | 100.00% | 100.00% |
23/03/2015 | 4.90% | 0.20 | 0.21 | 200,000 | 200,000 | 200,000 | 200,000 | 43,950 | 46,154 | 99.51% | 99.51% |
20/03/2015 | 4.26% | 0.22 | 0.23 | 200,000 | 200,000 | 200,000 | 200,000 | 47,543 | 49,607 | 92.27% | 92.27% |