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 | - | - |
22/02/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/02/2017 | 5.40% | 0.11 | 0.12 | 250,000 | 250,000 | 250,000 | 250,000 | 45,930 | 48,430 | 77.75% | 77.75% |
20/02/2017 | 4.80% | 0.19 | 0.20 | 250,000 | 250,000 | 250,000 | 250,000 | 50,859 | 53,359 | 100.00% | 100.00% |
17/02/2017 | 3.49% | 0.28 | 0.29 | 250,000 | 250,000 | 250,000 | 250,000 | 70,432 | 72,932 | 100.00% | 100.00% |
16/02/2017 | 2.96% | 0.28 | 0.29 | 250,000 | 250,000 | 250,000 | 250,000 | 83,288 | 85,788 | 99.42% | 99.42% |
15/02/2017 | 2.58% | 0.38 | 0.39 | 250,000 | 250,000 | 250,000 | 250,000 | 95,695 | 98,195 | 99.77% | 99.77% |
14/02/2017 | 2.87% | 0.35 | 0.36 | 250,000 | 250,000 | 250,000 | 250,000 | 85,916 | 88,416 | 100.00% | 100.00% |
13/02/2017 | 2.51% | 0.40 | 0.41 | 250,000 | 250,000 | 250,000 | 250,000 | 98,324 | 100,824 | 100.00% | 100.00% |
10/02/2017 | 2.16% | 0.46 | 0.47 | 250,000 | 250,000 | 250,000 | 250,000 | 114,734 | 117,234 | 100.00% | 100.00% |