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 | 8,12% | 0,14 | 0,15 | 100 000 | 100 000 | 100 000 | 100 000 | 12 053 | 13 053 | 100,00% | 100,00% |
17/03/2016 | 9,24% | 0,10 | 0,11 | 100 000 | 100 000 | 100 000 | 100 000 | 11 065 | 12 065 | 99,83% | 99,83% |
16/03/2016 | 8,48% | 0,11 | 0,12 | 100 000 | 100 000 | 100 000 | 100 000 | 11 470 | 12 470 | 99,71% | 99,71% |
15/03/2016 | 5,34% | 0,16 | 0,17 | 100 000 | 100 000 | 100 000 | 100 000 | 18 267 | 19 267 | 99,54% | 99,54% |
14/03/2016 | 6,29% | 0,17 | 0,18 | 100 000 | 100 000 | 100 000 | 100 000 | 15 614 | 16 614 | 99,86% | 99,86% |
11/03/2016 | 5,18% | 0,17 | 0,18 | 100 000 | 100 000 | 100 000 | 100 000 | 19 032 | 20 032 | 99,92% | 99,92% |
10/03/2016 | 4,95% | 0,25 | 0,26 | 125 000 | 125 000 | 125 000 | 125 000 | 25 284 | 26 534 | 99,44% | 99,44% |
09/03/2016 | 4,68% | 0,23 | 0,24 | 125 000 | 125 000 | 125 000 | 125 000 | 26 210 | 27 460 | 100,00% | 100,00% |
08/03/2016 | 4,22% | 0,21 | 0,22 | 125 000 | 125 000 | 123 305 | 123 305 | 28 747 | 29 980 | 96,59% | 96,59% |