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 | - | - |
18/03/2016 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 20,000 | 20.05% | 100.00% |
17/03/2016 | 33.09% | 0.02 | 0.03 | 550,000 | 550,000 | 550,000 | 550,000 | 21,911 | 27,410 | 98.24% | 98.24% |
16/03/2016 | 5.75% | 0.16 | 0.17 | 650,000 | 650,000 | 650,000 | 650,000 | 110,949 | 117,449 | 98.63% | 98.63% |
15/03/2016 | 6.69% | 0.14 | 0.15 | 525,000 | 525,000 | 525,000 | 525,000 | 76,523 | 81,773 | 96.58% | 96.58% |
14/03/2016 | 9.32% | 0.20 | 0.21 | 875,000 | 875,000 | 875,000 | 875,000 | 180,440 | 197,885 | 99.21% | 99.21% |
11/03/2016 | 29.36% | 0.10 | 0.12 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 91,362 | 120,101 | 73.01% | 73.01% |
10/03/2016 | 12.63% | 0.04 | 0.09 | 900,000 | 900,000 | 899,998 | 900,000 | 162,388 | 180,763 | 72.55% | 72.55% |
09/03/2016 | 4.87% | 0.18 | 0.19 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 204,481 | 214,481 | 93.46% | 93.46% |
08/03/2016 | 6.73% | 0.14 | 0.15 | 825,000 | 825,000 | 825,000 | 825,000 | 121,660 | 129,910 | 88.16% | 88.16% |