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 | 2.45% | 0.40 | 0.41 | 80,000 | 80,000 | 80,000 | 80,000 | 32,231 | 33,031 | 0.02% | 0.02% |
16/03/2017 | 2.36% | 0.42 | 0.43 | 80,000 | 80,000 | 80,000 | 80,000 | 33,538 | 34,338 | 14.34% | 14.34% |
15/03/2017 | 2.44% | 0.40 | 0.41 | 80,000 | 80,000 | 80,000 | 80,000 | 32,388 | 33,188 | 99.63% | 99.63% |
14/03/2017 | 2.07% | 0.46 | 0.47 | 80,000 | 80,000 | 80,000 | 80,000 | 38,253 | 39,053 | 98.68% | 98.68% |
13/03/2017 | 2.19% | 0.45 | 0.46 | 80,000 | 80,000 | 80,000 | 80,000 | 36,163 | 36,963 | 99.72% | 99.72% |
10/03/2017 | 2.02% | 0.47 | 0.48 | 80,000 | 80,000 | 80,000 | 80,000 | 39,225 | 40,025 | 99.80% | 99.80% |
09/03/2017 | 2.11% | 0.47 | 0.48 | 80,000 | 80,000 | 80,000 | 80,000 | 37,567 | 38,367 | 98.01% | 98.01% |
08/03/2017 | 1.95% | 0.48 | 0.49 | 80,000 | 80,000 | 80,000 | 80,000 | 40,739 | 41,539 | 99.90% | 99.90% |
07/03/2017 | 1.79% | 0.54 | 0.55 | 80,000 | 80,000 | 80,000 | 80,000 | 44,356 | 45,156 | 100.00% | 100.00% |