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 | - | - |
02/03/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/02/2015 | - | 0.27 | 0.28 | 50,000 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/02/2015 | 3.05% | 0.32 | 0.33 | 50,000 | 50,000 | 50,000 | 50,000 | 16,157 | 16,657 | 100.00% | 100.00% |
25/02/2015 | 2.93% | 0.34 | 0.35 | 50,000 | 50,000 | 50,000 | 50,000 | 16,854 | 17,354 | 100.00% | 100.00% |
24/02/2015 | 2.63% | 0.33 | 0.34 | 50,000 | 50,000 | 50,000 | 50,000 | 18,860 | 19,360 | 98.79% | 98.79% |
23/02/2015 | 2.70% | 0.38 | 0.39 | 50,000 | 50,000 | 50,000 | 50,000 | 18,323 | 18,823 | 100.00% | 100.00% |
20/02/2015 | 2.68% | 0.42 | 0.43 | 50,000 | 50,000 | 50,000 | 50,000 | 18,665 | 19,165 | 100.00% | 100.00% |
19/02/2015 | 2.45% | 0.39 | 0.40 | 50,000 | 50,000 | 50,000 | 50,000 | 20,251 | 20,751 | 99.91% | 99.91% |
18/02/2015 | 2.27% | 0.45 | 0.46 | 50,000 | 50,000 | 50,000 | 50,000 | 21,772 | 22,272 | 100.00% | 100.00% |