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 | - | - |
30/03/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/03/2015 | 9.02% | 0.03 | 0.04 | 125,000 | 125,000 | 77,777 | 77,777 | 8,466 | 9,244 | 72.27% | 72.27% |
26/03/2015 | 5.38% | 0.17 | 0.18 | 125,000 | 125,000 | 89,499 | 89,506 | 16,259 | 17,155 | 97.99% | 97.99% |
25/03/2015 | 3.76% | 0.21 | 0.22 | 125,000 | 125,000 | 89,576 | 89,576 | 23,027 | 23,923 | 97.59% | 97.59% |
24/03/2015 | 3.03% | 0.36 | 0.37 | 125,000 | 125,000 | 89,246 | 89,246 | 29,521 | 30,413 | 98.26% | 98.26% |
23/03/2015 | 3.43% | 0.30 | 0.31 | 125,000 | 125,000 | 89,117 | 89,117 | 25,890 | 26,781 | 97.94% | 97.94% |
20/03/2015 | 3.91% | 0.26 | 0.27 | 125,000 | 125,000 | 88,897 | 88,897 | 22,344 | 23,233 | 98.36% | 98.36% |
19/03/2015 | 2.84% | 0.29 | 0.30 | 125,000 | 125,000 | 89,330 | 89,008 | 31,415 | 32,197 | 98.34% | 98.34% |
18/03/2015 | 4.24% | 0.26 | 0.27 | 125,000 | 125,000 | 89,911 | 89,911 | 20,925 | 21,824 | 95.89% | 95.89% |