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 | - | - |
24/03/2017 | - | - | 0.03 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
23/03/2017 | - | - | 0.03 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 85.25% |
22/03/2017 | - | - | 0.03 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 98.56% |
21/03/2017 | 120.00% | 0.01 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 | 8,000 | 1.01% | 99.97% |
20/03/2017 | 120.05% | 0.01 | 0.04 | 200,000 | 200,000 | 200,000 | 200,000 | 2,146 | 8,529 | 100.00% | 100.00% |
17/03/2017 | 120.15% | 0.01 | 0.04 | 200,000 | 200,000 | 200,000 | 200,000 | 2,056 | 8,223 | 75.77% | 100.00% |
16/03/2017 | 105.77% | 0.01 | 0.04 | 200,000 | 200,000 | 200,000 | 200,000 | 3,100 | 9,546 | 99.78% | 99.78% |
15/03/2017 | 30.99% | 0.08 | 0.11 | 200,000 | 200,000 | 200,000 | 200,000 | 17,155 | 23,427 | 99.92% | 99.92% |
14/03/2017 | 31.84% | 0.08 | 0.11 | 200,000 | 200,000 | 200,000 | 200,000 | 17,111 | 23,572 | 99.93% | 99.93% |