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 | - | - |
27/02/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/02/2015 | 10.14% | 0.01 | 0.02 | 500,000 | 500,000 | 499,988 | 500,000 | 51,189 | 56,190 | 69.92% | 69.92% |
25/02/2015 | 8.29% | 0.12 | 0.13 | 500,000 | 500,000 | 500,000 | 500,000 | 58,183 | 63,183 | 97.85% | 97.85% |
24/02/2015 | 12.26% | 0.11 | 0.12 | 500,000 | 500,000 | 500,000 | 500,000 | 39,928 | 44,928 | 97.96% | 97.96% |
23/02/2015 | 12.14% | 0.12 | 0.13 | 500,000 | 500,000 | 500,000 | 499,997 | 40,679 | 45,679 | 99.02% | 99.02% |
20/02/2015 | 11.65% | 0.14 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 44,068 | 49,068 | 97.27% | 97.27% |
19/02/2015 | 5.88% | 0.16 | 0.17 | 500,000 | 500,000 | 500,000 | 500,000 | 83,516 | 88,516 | 99.16% | 99.16% |
18/02/2015 | 6.34% | 0.14 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 76,785 | 81,785 | 99.60% | 99.60% |
17/02/2015 | 5.77% | 0.17 | 0.18 | 500,000 | 500,000 | 500,000 | 499,999 | 85,516 | 90,516 | 98.84% | 98.84% |