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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/03/2012 | 2.52% | 39.40 | 40.40 | 500,000 | 500,000 | 500,000 | 500,000 | 195,827 | 200,827 | 99.01% | 99.01% |
21/03/2012 | 2.44% | 40.40 | 41.40 | 500,000 | 500,000 | 500,000 | 500,000 | 202,634 | 207,634 | 100.00% | 100.00% |
20/03/2012 | 2.41% | 41.20 | 42.20 | 500,000 | 500,000 | 500,000 | 500,000 | 204,996 | 209,996 | 99.78% | 99.78% |
19/03/2012 | 2.41% | 41.60 | 42.60 | 500,000 | 500,000 | 500,000 | 500,000 | 205,193 | 210,193 | 100.00% | 100.00% |
16/03/2012 | 2.40% | 41.40 | 42.40 | 500,000 | 500,000 | 500,000 | 500,000 | 206,068 | 211,068 | 100.00% | 100.00% |
15/03/2012 | 2.42% | 41.00 | 42.00 | 500,000 | 500,000 | 500,000 | 500,000 | 203,835 | 208,835 | 100.00% | 100.00% |
14/03/2012 | 2.42% | 40.60 | 41.60 | 500,000 | 500,000 | 500,000 | 500,000 | 203,829 | 208,829 | 99.60% | 99.60% |
13/03/2012 | 2.53% | 39.40 | 40.40 | 500,000 | 500,000 | 500,000 | 500,000 | 194,815 | 199,815 | 99.29% | 99.29% |
12/03/2012 | 2.60% | 37.60 | 38.60 | 500,000 | 500,000 | 500,000 | 500,000 | 189,703 | 194,703 | 98.27% | 98.27% |
09/03/2012 | 2.56% | 38.40 | 39.40 | 500,000 | 500,000 | 500,000 | 500,000 | 193,028 | 198,028 | 97.41% | 97.41% |