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 | - | - |
20/01/2017 | 4.17% | 0.28 | 0.29 | 575,000 | 575,000 | 575,000 | 575,000 | 139,592 | 145,342 | 98.29% | 98.29% |
19/01/2017 | 4.06% | 0.22 | 0.23 | 650,000 | 650,000 | 650,000 | 650,000 | 158,783 | 165,283 | 72.93% | 72.93% |
18/01/2017 | 4.99% | 0.21 | 0.22 | 800,000 | 800,000 | 800,000 | 800,000 | 156,988 | 164,988 | 97.47% | 97.47% |
17/01/2017 | 6.83% | 0.21 | 0.22 | 775,000 | 775,000 | 775,000 | 775,000 | 121,518 | 129,268 | 93.75% | 93.75% |
16/01/2017 | 4.29% | 0.23 | 0.24 | 675,000 | 675,000 | 675,000 | 675,000 | 154,091 | 160,841 | 94.61% | 94.61% |
13/01/2017 | 3.47% | 0.31 | 0.32 | 925,000 | 925,000 | 925,000 | 925,000 | 263,584 | 272,834 | 92.58% | 92.58% |
12/01/2017 | 3.45% | 0.22 | 0.23 | 700,000 | 700,000 | 700,000 | 700,000 | 201,463 | 208,463 | 93.42% | 93.42% |
11/01/2017 | 2.96% | 0.46 | 0.47 | 775,000 | 775,000 | 775,000 | 775,000 | 265,535 | 273,285 | 91.55% | 91.55% |
10/01/2017 | 3.45% | 0.31 | 0.32 | 825,000 | 825,000 | 825,000 | 825,000 | 235,692 | 243,942 | 94.71% | 94.71% |