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 | 0.46% | 2.16 | 2.17 | 150,000 | 150,000 | 149,999 | 150,000 | 324,734 | 326,237 | 99.62% | 99.62% |
16/03/2017 | 0.46% | 2.17 | 2.18 | 150,000 | 150,000 | 150,000 | 150,000 | 326,832 | 328,332 | 99.92% | 99.92% |
15/03/2017 | 0.44% | 2.23 | 2.24 | 150,000 | 150,000 | 149,992 | 150,000 | 336,726 | 338,243 | 99.95% | 99.95% |
14/03/2017 | 0.44% | 2.25 | 2.26 | 150,000 | 150,000 | 150,000 | 150,000 | 337,641 | 339,141 | 99.99% | 99.99% |
13/03/2017 | 0.44% | 2.26 | 2.27 | 150,000 | 150,000 | 150,000 | 150,000 | 340,166 | 341,666 | 99.99% | 99.99% |
10/03/2017 | 0.44% | 2.27 | 2.28 | 150,000 | 150,000 | 150,000 | 150,000 | 340,765 | 342,265 | 99.93% | 99.93% |
09/03/2017 | 0.44% | 2.29 | 2.30 | 150,000 | 150,000 | 150,000 | 149,985 | 339,670 | 341,136 | 99.35% | 99.35% |
08/03/2017 | 0.45% | 2.23 | 2.24 | 150,000 | 150,000 | 150,000 | 150,000 | 331,544 | 333,044 | 99.92% | 99.92% |
07/03/2017 | 0.46% | 2.17 | 2.18 | 150,000 | 150,000 | 149,996 | 150,000 | 326,975 | 328,483 | 100.00% | 100.00% |