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 | - | - | 0.01 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/03/2017 | - | - | 0.01 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/03/2017 | 66.67% | 0.01 | 0.02 | 750,000 | 750,000 | 749,848 | 750,000 | 7,498 | 15,000 | 77.35% | 100.00% |
14/03/2017 | 66.67% | 0.01 | 0.01 | 750,000 | 750,000 | 750,000 | 750,000 | 7,500 | 15,000 | 56.32% | 99.94% |
13/03/2017 | 64.36% | 0.01 | 0.02 | 750,000 | 750,000 | 749,941 | 750,000 | 8,149 | 15,650 | 100.00% | 100.00% |
10/03/2017 | 32.37% | 0.02 | 0.03 | 750,000 | 750,000 | 750,000 | 750,000 | 20,007 | 27,507 | 100.00% | 100.00% |
09/03/2017 | 50.02% | 0.02 | 0.03 | 750,000 | 750,000 | 750,000 | 749,973 | 12,285 | 19,784 | 98.83% | 98.83% |
08/03/2017 | 30.91% | 0.02 | 0.03 | 750,000 | 750,000 | 750,000 | 750,000 | 21,019 | 28,519 | 100.00% | 100.00% |
07/03/2017 | 39.05% | 0.02 | 0.03 | 750,000 | 750,000 | 750,000 | 750,000 | 15,625 | 23,125 | 99.54% | 99.54% |