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 | - | 0.13 | 0.24 | 100,000 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/02/2015 | 4.37% | 0.03 | 0.07 | 500,000 | 500,000 | 500,000 | 499,991 | 140,910 | 145,970 | 97.89% | 97.89% |
25/02/2015 | 2.56% | 0.37 | 0.38 | 500,000 | 500,000 | 500,000 | 500,000 | 195,581 | 200,581 | 98.83% | 98.83% |
24/02/2015 | 2.78% | 0.30 | 0.31 | 500,000 | 500,000 | 500,000 | 500,000 | 178,783 | 183,783 | 98.34% | 98.34% |
23/02/2015 | 2.48% | 0.29 | 0.30 | 500,000 | 500,000 | 500,000 | 500,000 | 203,864 | 208,864 | 99.80% | 99.80% |
20/02/2015 | 1.67% | 0.67 | 0.68 | 500,000 | 500,000 | 500,000 | 500,000 | 301,323 | 306,323 | 98.09% | 98.09% |
19/02/2015 | 1.49% | 0.55 | 0.56 | 500,000 | 500,000 | 500,000 | 500,000 | 337,580 | 342,580 | 97.87% | 97.87% |
18/02/2015 | 1.18% | 0.83 | 0.84 | 500,000 | 500,000 | 500,000 | 500,000 | 422,724 | 427,724 | 99.85% | 99.85% |