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 | - | 0.16 | 0.17 | 750,000 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/02/2015 | 2.43% | 0.25 | 0.26 | 750,000 | 745,000 | 749,868 | 749,835 | 312,722 | 320,201 | 99.94% | 99.94% |
25/02/2015 | 1.89% | 0.54 | 0.55 | 750,000 | 750,000 | 750,000 | 749,999 | 393,277 | 400,776 | 99.86% | 99.86% |
24/02/2015 | 1.48% | 0.48 | 0.49 | 750,000 | 750,000 | 749,993 | 749,988 | 507,211 | 514,707 | 98.45% | 98.45% |
23/02/2015 | 1.33% | 0.75 | 0.76 | 750,000 | 750,000 | 750,000 | 750,000 | 559,888 | 567,388 | 98.44% | 98.44% |
20/02/2015 | 1.00% | 0.92 | 0.93 | 750,000 | 750,000 | 750,000 | 749,995 | 745,642 | 753,138 | 94.75% | 94.75% |
19/02/2015 | 0.94% | 1.00 | 1.01 | 750,000 | 750,000 | 749,999 | 749,998 | 796,230 | 803,729 | 95.90% | 95.90% |
18/02/2015 | 0.92% | 1.08 | 1.09 | 750,000 | 750,000 | 750,000 | 749,978 | 815,459 | 822,934 | 99.71% | 99.71% |