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 | - | - |
21/04/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/04/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/04/2015 | 3.51% | 0.06 | 0.10 | 750,000 | 750,000 | 749,984 | 749,979 | 292,460 | 300,017 | 94.36% | 94.36% |
16/04/2015 | 1.15% | 0.73 | 0.74 | 750,000 | 750,000 | 750,000 | 750,000 | 658,717 | 666,217 | 99.53% | 99.53% |
15/04/2015 | 0.75% | 1.27 | 1.28 | 750,000 | 750,000 | 750,000 | 750,000 | 991,223 | 998,723 | 100.00% | 100.00% |
14/04/2015 | 0.78% | 1.17 | 1.18 | 750,000 | 750,000 | 750,000 | 750,000 | 965,369 | 972,869 | 98.20% | 98.20% |
13/04/2015 | 0.67% | 1.44 | 1.45 | 750,000 | 750,000 | 750,000 | 750,000 | 1,111,280 | 1,118,780 | 100.00% | 100.00% |
09/04/2015 | 1.10% | 1.00 | 1.01 | 750,000 | 750,000 | 750,000 | 750,000 | 677,289 | 684,789 | 99.50% | 99.50% |
08/04/2015 | 1.14% | 0.80 | 0.81 | 750,000 | 750,000 | 750,000 | 750,000 | 656,117 | 663,617 | 99.85% | 99.85% |