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 | - | - |
18/08/2017 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 | 100,200 | 98.58% | 98.58% |
17/08/2017 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 500,000 | 100,000 | 499,500 | 100,300 | 99.18% | 99.18% |
16/08/2017 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 500,000 | 100,000 | 499,500 | 100,300 | 98.81% | 98.81% |
15/08/2017 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 500,000 | 100,000 | 499,500 | 100,300 | 98.86% | 98.86% |
14/08/2017 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 500,000 | 100,000 | 499,500 | 100,300 | 97.55% | 97.55% |
11/08/2017 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 500,000 | 100,000 | 500,000 | 100,400 | 91.03% | 91.03% |
10/08/2017 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 500,000 | 100,000 | 500,000 | 100,400 | 95.17% | 95.17% |
09/08/2017 | 0.40% | 100.10 | 100.50 | 500,000 | 100,000 | 500,000 | 100,000 | 500,500 | 100,500 | 94.59% | 94.59% |
08/08/2017 | 0.40% | 100.10 | 100.50 | 500,000 | 100,000 | 500,000 | 100,000 | 500,500 | 100,500 | 97.57% | 97.57% |