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 | - | - |
28/04/2017 | - | 1.28 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/04/2017 | 0.72% | 1.28 | 1.31 | 25,000 | 23,500 | 25,000 | 23,500 | 34,838 | 32,983 | 25.63% | 98.80% |
26/04/2017 | 0.58% | 1.61 | 1.62 | 25,000 | 23,500 | 25,000 | 23,500 | 42,950 | 40,608 | 100.00% | 100.00% |
25/04/2017 | 0.60% | 1.69 | 1.70 | 25,000 | 23,500 | 25,000 | 23,500 | 41,419 | 39,169 | 100.00% | 100.00% |
24/04/2017 | 0.51% | 1.92 | 1.93 | 25,000 | 23,500 | 25,000 | 23,500 | 48,652 | 45,968 | 100.00% | 100.00% |
21/04/2017 | 0.45% | 2.28 | 2.29 | 25,000 | 23,500 | 25,000 | 23,500 | 55,799 | 52,686 | 100.00% | 100.00% |
20/04/2017 | 0.50% | 2.09 | 2.10 | 25,000 | 23,500 | 25,000 | 23,500 | 49,817 | 47,063 | 100.00% | 100.00% |
19/04/2017 | 0.47% | 2.07 | 2.08 | 25,000 | 23,500 | 25,000 | 23,500 | 52,723 | 49,794 | 100.00% | 100.00% |
18/04/2017 | 0.53% | 2.10 | 2.11 | 25,000 | 23,500 | 25,000 | 23,500 | 47,139 | 44,546 | 100.00% | 100.00% |