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 | - | - | 0,02 | 0 | 1 000 000 | 0 | 0 | 0 | 0 | 0,00% | 100,00% |
17/03/2016 | 42,37% | 0,01 | 0,02 | 525 000 | 525 000 | 525 000 | 525 000 | 11 232 | 16 482 | 17,46% | 92,36% |
16/03/2016 | 28,46% | 0,03 | 0,04 | 625 000 | 625 000 | 625 000 | 625 000 | 18 861 | 25 111 | 84,39% | 84,39% |
15/03/2016 | 23,76% | 0,03 | 0,04 | 575 000 | 575 000 | 521 666 | 521 666 | 19 817 | 25 034 | 42,99% | 42,99% |
14/03/2016 | 19,20% | 0,04 | 0,05 | 500 000 | 500 000 | 500 000 | 500 000 | 23 834 | 28 834 | 81,56% | 81,56% |
11/03/2016 | 23,60% | 0,04 | 0,05 | 500 000 | 500 000 | 500 000 | 500 000 | 18 980 | 23 980 | 87,90% | 87,90% |
10/03/2016 | 21,65% | 0,02 | 0,03 | 500 000 | 500 000 | 500 000 | 500 000 | 22 864 | 27 915 | 89,52% | 89,52% |
09/03/2016 | 28,62% | 0,02 | 0,03 | 500 000 | 500 000 | 500 000 | 500 000 | 15 266 | 20 266 | 76,61% | 76,61% |
08/03/2016 | 92,38% | 0,01 | 0,03 | 500 000 | 500 000 | 500 000 | 500 000 | 5 635 | 15 000 | 52,03% | 56,71% |