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 | - | - |
31/03/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/03/2015 | 4.79% | 0.17 | 0.19 | 150,000 | 50,000 | 150,000 | 50,000 | 33,000 | 11,540 | 30.31% | 30.31% |
27/03/2015 | 3.20% | 0.36 | 0.38 | 150,000 | 50,000 | 150,000 | 50,000 | 52,102 | 17,932 | 100.00% | 100.00% |
26/03/2015 | 3.40% | 0.35 | 0.36 | 150,000 | 50,000 | 150,000 | 50,000 | 53,988 | 18,617 | 100.00% | 100.00% |
25/03/2015 | 3.62% | 0.32 | 0.34 | 150,000 | 50,000 | 150,000 | 50,000 | 48,916 | 16,906 | 100.00% | 100.00% |
24/03/2015 | 3.15% | 0.32 | 0.33 | 150,000 | 50,000 | 150,000 | 50,000 | 52,263 | 17,974 | 98.75% | 98.75% |
23/03/2015 | 2.26% | 0.43 | 0.44 | 150,000 | 50,000 | 150,000 | 50,000 | 72,867 | 24,841 | 100.00% | 100.00% |
20/03/2015 | 2.10% | 0.52 | 0.53 | 150,000 | 50,000 | 150,000 | 50,000 | 79,107 | 26,928 | 96.06% | 96.06% |
19/03/2015 | 2.68% | 0.50 | 0.52 | 150,000 | 50,000 | 150,000 | 50,000 | 72,861 | 24,948 | 99.95% | 99.95% |