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 | 0.49% | 2.04 | 2.05 | 500,000 | 500,000 | 500,000 | 500,000 | 1,009,520 | 1,014,520 | 92.82% | 92.82% |
17/03/2016 | 0.54% | 1.93 | 1.94 | 500,000 | 500,000 | 500,000 | 500,000 | 926,285 | 931,285 | 99.48% | 99.48% |
16/03/2016 | 0.55% | 1.81 | 1.82 | 500,000 | 500,000 | 500,000 | 500,000 | 901,309 | 906,309 | 99.74% | 99.74% |
15/03/2016 | 0.60% | 1.74 | 1.75 | 500,000 | 500,000 | 500,000 | 500,000 | 837,100 | 842,100 | 99.59% | 99.59% |
14/03/2016 | 0.59% | 1.72 | 1.73 | 500,000 | 500,000 | 500,000 | 500,000 | 844,514 | 849,514 | 100.00% | 100.00% |
11/03/2016 | 0.60% | 1.70 | 1.71 | 500,000 | 500,000 | 500,000 | 500,000 | 828,069 | 833,069 | 100.00% | 100.00% |
10/03/2016 | 0.63% | 1.46 | 1.47 | 500,000 | 500,000 | 500,000 | 500,000 | 787,680 | 792,680 | 96.39% | 96.39% |
09/03/2016 | 0.64% | 1.51 | 1.52 | 500,000 | 500,000 | 500,000 | 500,000 | 781,308 | 786,308 | 100.00% | 100.00% |
08/03/2016 | 0.68% | 1.47 | 1.48 | 500,000 | 500,000 | 500,000 | 500,000 | 738,124 | 743,124 | 99.79% | 99.79% |