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 | - | - |
01/04/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
31/03/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/03/2015 | 2.84% | 0.26 | 0.27 | 750,000 | 750,000 | 749,996 | 749,997 | 262,624 | 270,124 | 99.44% | 99.44% |
27/03/2015 | 1.41% | 0.77 | 0.78 | 750,000 | 750,000 | 750,000 | 750,000 | 531,443 | 538,943 | 99.86% | 99.86% |
26/03/2015 | 0.93% | 0.87 | 0.88 | 750,000 | 750,000 | 750,000 | 750,000 | 808,126 | 815,626 | 99.32% | 99.32% |
25/03/2015 | 1.81% | 0.71 | 0.72 | 750,000 | 750,000 | 749,915 | 749,970 | 416,784 | 424,317 | 99.57% | 99.57% |
24/03/2015 | 1.76% | 0.43 | 0.44 | 750,000 | 750,000 | 749,999 | 749,996 | 434,105 | 441,603 | 95.88% | 95.88% |
23/03/2015 | 1.46% | 0.68 | 0.69 | 750,000 | 750,000 | 750,000 | 750,000 | 510,326 | 517,826 | 97.84% | 97.84% |
20/03/2015 | 2.33% | 0.31 | 0.32 | 750,000 | 750,000 | 749,986 | 749,994 | 329,862 | 337,364 | 99.83% | 99.83% |