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 | 2,52% | 0,38 | 0,39 | 100 000 | 100 000 | 100 000 | 100 000 | 39 199 | 40 199 | 100,00% | 100,00% |
17/03/2016 | 2,66% | 0,38 | 0,39 | 125 000 | 125 000 | 125 000 | 125 000 | 46 582 | 47 832 | 99,12% | 99,12% |
16/03/2016 | 2,24% | 0,44 | 0,45 | 125 000 | 125 000 | 125 000 | 125 000 | 55 091 | 56 341 | 97,06% | 97,06% |
15/03/2016 | 2,43% | 0,43 | 0,44 | 125 000 | 125 000 | 139 961 | 139 961 | 56 804 | 58 204 | 88,66% | 88,66% |
14/03/2016 | 2,47% | 0,40 | 0,41 | 150 000 | 150 000 | 150 000 | 150 000 | 59 884 | 61 384 | 96,67% | 96,67% |
11/03/2016 | 3,18% | 0,33 | 0,34 | 150 000 | 150 000 | 150 000 | 150 000 | 46 559 | 48 059 | 98,72% | 98,72% |
10/03/2016 | 2,74% | 0,29 | 0,30 | 150 000 | 150 000 | 150 000 | 150 000 | 54 312 | 55 812 | 95,87% | 95,87% |
09/03/2016 | 2,78% | 0,33 | 0,34 | 150 000 | 150 000 | 150 000 | 150 000 | 53 344 | 54 844 | 99,18% | 99,18% |
08/03/2016 | 3,43% | 0,31 | 0,32 | 150 000 | 150 000 | 150 000 | 150 000 | 43 151 | 44 651 | 99,27% | 99,27% |