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 | - | - |
17/03/2017 | 10.25% | 0.18 | 0.20 | 600,000 | 600,000 | 599,943 | 600,000 | 111,257 | 123,267 | 100.00% | 100.00% |
16/03/2017 | 11.14% | 0.16 | 0.18 | 600,000 | 600,000 | 599,397 | 600,000 | 101,770 | 113,879 | 100.00% | 100.00% |
15/03/2017 | 10.93% | 0.17 | 0.19 | 600,000 | 600,000 | 600,000 | 600,000 | 103,947 | 115,947 | 100.00% | 100.00% |
14/03/2017 | 12.14% | 0.15 | 0.17 | 600,000 | 600,000 | 600,000 | 599,475 | 93,076 | 104,987 | 99.93% | 99.93% |
13/03/2017 | 11.04% | 0.17 | 0.19 | 600,000 | 600,000 | 599,989 | 600,000 | 102,869 | 114,871 | 100.00% | 100.00% |
10/03/2017 | 9.75% | 0.18 | 0.20 | 600,000 | 600,000 | 600,000 | 600,000 | 117,233 | 129,233 | 99.93% | 99.93% |
09/03/2017 | 6.21% | 0.17 | 0.18 | 600,000 | 600,000 | 600,000 | 600,000 | 100,736 | 107,217 | 98.84% | 98.84% |
08/03/2017 | 5.72% | 0.18 | 0.19 | 600,000 | 600,000 | 600,000 | 600,000 | 108,811 | 115,223 | 100.00% | 100.00% |
07/03/2017 | 6.12% | 0.16 | 0.17 | 600,000 | 600,000 | 600,000 | 600,000 | 95,108 | 101,108 | 99.55% | 99.55% |