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 | - | - |
20/03/2015 | 7,97% | 0,65 | 0,68 | 500 000 | 30 000 | 500 000 | 30 000 | 303 938 | 19 740 | 100,00% | 100,00% |
19/03/2015 | 8,26% | 0,54 | 0,57 | 1 000 000 | 60 000 | 672 734 | 40 364 | 361 393 | 23 225 | 100,00% | 100,00% |
18/03/2015 | 7,62% | 0,44 | 0,46 | 1 000 000 | 60 000 | 672 242 | 40 335 | 280 670 | 18 070 | 99,80% | 99,80% |
17/03/2015 | 8,08% | 0,49 | 0,51 | 1 000 000 | 60 000 | 672 208 | 40 332 | 306 274 | 19 768 | 99,78% | 99,78% |
16/03/2015 | 9,56% | 0,45 | 0,47 | 1 000 000 | 60 000 | 672 746 | 40 365 | 247 745 | 16 046 | 100,00% | 100,00% |
13/03/2015 | 8,33% | 0,23 | 0,24 | 1 000 000 | 60 000 | 672 081 | 40 325 | 175 423 | 11 362 | 99,75% | 99,75% |
12/03/2015 | 8,46% | 0,33 | 0,35 | 1 000 000 | 60 000 | 672 720 | 40 363 | 231 129 | 14 892 | 100,00% | 100,00% |
11/03/2015 | 6,50% | 0,33 | 0,34 | 1 000 000 | 60 000 | 336 310 | 39 590 | 106 983 | 15 047 | 96,17% | 97,15% |
10/03/2015 | 8,19% | 0,34 | 0,35 | 60 000 | 60 000 | 38 539 | 38 539 | 11 903 | 12 810 | 99,63% | 99,63% |