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 | - | - |
21/02/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/02/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/02/2017 | 4.23% | 0.23 | 0.24 | 250,000 | 250,000 | 250,000 | 250,000 | 57,933 | 60,433 | 100.00% | 100.00% |
16/02/2017 | 3.48% | 0.23 | 0.24 | 250,000 | 250,000 | 250,000 | 250,000 | 70,792 | 73,292 | 99.43% | 99.43% |
15/02/2017 | 2.98% | 0.32 | 0.33 | 250,000 | 250,000 | 250,000 | 250,000 | 82,723 | 85,223 | 99.81% | 99.81% |
14/02/2017 | 3.35% | 0.30 | 0.31 | 250,000 | 250,000 | 250,000 | 250,000 | 73,391 | 75,891 | 99.96% | 99.96% |
13/02/2017 | 2.87% | 0.35 | 0.36 | 250,000 | 250,000 | 250,000 | 250,000 | 85,794 | 88,294 | 100.00% | 100.00% |
10/02/2017 | 2.42% | 0.41 | 0.42 | 250,000 | 250,000 | 250,000 | 250,000 | 102,190 | 104,690 | 99.97% | 99.97% |
09/02/2017 | 1.85% | 0.52 | 0.53 | 250,000 | 250,000 | 250,000 | 250,000 | 133,858 | 136,358 | 99.64% | 99.64% |