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 | 19.05% | 0.08 | 0.10 | 300,000 | 300,000 | 299,698 | 300,000 | 20,107 | 24,247 | 92.70% | 92.70% |
19/01/2017 | 14.41% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 74,755 | 84,755 | 86.35% | 86.35% |
18/01/2017 | 22.47% | 0.02 | 0.03 | 450,000 | 450,000 | 450,000 | 450,000 | 19,058 | 23,558 | 99.52% | 99.52% |
17/01/2017 | 13.72% | 0.05 | 0.06 | 200,000 | 200,000 | 200,000 | 200,000 | 13,944 | 15,944 | 100.00% | 100.00% |
16/01/2017 | 6.94% | 0.14 | 0.15 | 225,000 | 225,000 | 225,000 | 224,482 | 31,361 | 33,528 | 100.00% | 100.00% |
13/01/2017 | 5.29% | 0.19 | 0.20 | 250,000 | 250,000 | 250,000 | 250,000 | 46,518 | 49,018 | 98.20% | 98.20% |
12/01/2017 | 6.49% | 0.15 | 0.16 | 250,000 | 250,000 | 250,000 | 250,000 | 37,398 | 39,898 | 99.22% | 99.22% |
11/01/2017 | 4.71% | 0.28 | 0.29 | 250,000 | 250,000 | 250,000 | 250,000 | 52,875 | 55,375 | 99.83% | 99.83% |
10/01/2017 | 3.92% | 0.18 | 0.19 | 225,000 | 225,000 | 225,000 | 225,000 | 57,149 | 59,399 | 93.95% | 93.95% |