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 | - | - |
06/03/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
05/03/2015 | 7.24% | 0.03 | 0.04 | 750,000 | 750,000 | 749,455 | 749,860 | 113,653 | 121,190 | 58.94% | 58.94% |
04/03/2015 | 2.01% | 0.31 | 0.32 | 750,000 | 750,000 | 749,518 | 749,580 | 378,986 | 386,499 | 94.44% | 94.44% |
03/03/2015 | 4.14% | 0.48 | 0.49 | 750,000 | 750,000 | 749,338 | 749,627 | 187,329 | 194,917 | 98.75% | 98.75% |
02/03/2015 | 3.99% | 0.28 | 0.29 | 750,000 | 750,000 | 749,690 | 749,822 | 191,228 | 198,765 | 99.31% | 99.31% |
27/02/2015 | 2.45% | 0.29 | 0.30 | 740,000 | 745,000 | 749,986 | 749,861 | 303,616 | 311,070 | 96.35% | 96.35% |
26/02/2015 | 1.71% | 0.43 | 0.44 | 750,000 | 750,000 | 749,961 | 749,869 | 440,631 | 448,078 | 99.94% | 99.94% |
25/02/2015 | 1.41% | 0.71 | 0.72 | 750,000 | 750,000 | 749,999 | 749,958 | 526,902 | 534,374 | 99.85% | 99.85% |
24/02/2015 | 1.18% | 0.65 | 0.66 | 750,000 | 750,000 | 750,000 | 749,999 | 632,778 | 640,277 | 98.38% | 98.38% |