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 | 5,71% | 0,21 | 0,22 | 75 000 | 75 000 | 75 000 | 75 000 | 12 856 | 13 606 | 100,00% | 100,00% |
17/03/2016 | 7,62% | 0,17 | 0,20 | 25 000 | 25 000 | 94 490 | 94 490 | 13 467 | 14 449 | 96,42% | 96,42% |
16/03/2016 | 22,81% | 0,06 | 0,08 | 25 000 | 25 000 | 119 260 | 119 260 | 4 837 | 6 044 | 93,65% | 93,65% |
15/03/2016 | 22,62% | 0,04 | 0,06 | 25 000 | 25 000 | 107 224 | 107 224 | 4 584 | 5 675 | 94,34% | 94,34% |
14/03/2016 | 17,53% | 0,05 | 0,06 | 50 000 | 50 000 | 103 763 | 103 763 | 5 473 | 6 511 | 97,21% | 97,21% |
11/03/2016 | 10,62% | 0,09 | 0,11 | 50 000 | 50 000 | 96 436 | 96 436 | 9 331 | 10 331 | 96,78% | 96,78% |
10/03/2016 | 9,27% | 0,08 | 0,10 | 50 000 | 50 000 | 96 376 | 96 376 | 11 075 | 12 075 | 96,35% | 96,35% |
09/03/2016 | 12,15% | 0,11 | 0,13 | 50 000 | 50 000 | 96 884 | 96 884 | 7 924 | 8 924 | 94,02% | 94,02% |
08/03/2016 | 9,19% | 0,08 | 0,10 | 50 000 | 50 000 | 95 991 | 95 991 | 11 434 | 12 434 | 85,97% | 85,97% |