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 | 27.51% | 0.05 | 0.08 | 12,500 | 12,500 | 17,022 | 17,022 | 1,512 | 1,874 | 16.63% | 16.63% |
27/03/2015 | 8.49% | 0.15 | 0.16 | 25,000 | 25,000 | 25,000 | 25,000 | 3,606 | 3,927 | 87.83% | 87.83% |
26/03/2015 | 7.84% | 0.15 | 0.16 | 25,000 | 25,000 | 25,000 | 25,000 | 3,796 | 4,106 | 100.00% | 100.00% |
25/03/2015 | 7.30% | 0.14 | 0.15 | 25,000 | 25,000 | 25,000 | 25,000 | 3,549 | 3,817 | 100.00% | 100.00% |
24/03/2015 | 8.27% | 0.13 | 0.14 | 25,000 | 25,000 | 25,000 | 25,000 | 3,253 | 3,533 | 100.00% | 100.00% |
23/03/2015 | 9.29% | 0.13 | 0.14 | 25,000 | 25,000 | 25,000 | 25,000 | 3,189 | 3,498 | 100.00% | 100.00% |
20/03/2015 | 8.40% | 0.12 | 0.14 | 25,000 | 25,000 | 25,000 | 25,000 | 3,253 | 3,538 | 93.01% | 93.01% |
19/03/2015 | 8.16% | 0.15 | 0.16 | 25,000 | 25,000 | 25,000 | 25,000 | 3,533 | 3,834 | 95.26% | 95.26% |