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 | - | - |
16/06/2017 | 0.55% | 1.85 | 1.86 | 250,000 | 250,000 | 250,000 | 250,000 | 453,699 | 456,199 | 100.00% | 100.00% |
15/06/2017 | 0.56% | 1.77 | 1.78 | 250,000 | 250,000 | 250,000 | 250,000 | 446,627 | 449,127 | 99.93% | 99.93% |
14/06/2017 | 0.54% | 1.84 | 1.85 | 250,000 | 250,000 | 250,000 | 250,000 | 465,984 | 468,484 | 99.92% | 99.92% |
13/06/2017 | 0.54% | 1.85 | 1.86 | 250,000 | 250,000 | 250,000 | 250,000 | 464,534 | 467,034 | 99.99% | 99.99% |
12/06/2017 | 0.57% | 1.76 | 1.77 | 250,000 | 250,000 | 250,000 | 250,000 | 441,709 | 444,209 | 99.88% | 99.88% |
09/06/2017 | 0.47% | 2.13 | 2.14 | 250,000 | 250,000 | 250,000 | 250,000 | 532,259 | 534,759 | 99.73% | 99.73% |
08/06/2017 | 0.48% | 2.07 | 2.08 | 250,000 | 250,000 | 250,000 | 250,000 | 516,407 | 518,907 | 99.91% | 99.91% |
07/06/2017 | 0.48% | 2.07 | 2.08 | 250,000 | 250,000 | 250,000 | 250,000 | 514,477 | 516,977 | 99.97% | 99.97% |
06/06/2017 | 0.51% | 2.00 | 2.01 | 250,000 | 250,000 | 250,000 | 250,000 | 488,187 | 490,687 | 99.97% | 99.97% |