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 | 0.56% | 3.67 | 3.69 | 500,000 | 500,000 | 500,000 | 500,000 | 1,788,570 | 1,798,570 | 92.80% | 92.80% |
16/03/2017 | 0.27% | 3.60 | 3.61 | 500,000 | 500,000 | 500,000 | 500,000 | 1,845,160 | 1,850,160 | 99.26% | 99.26% |
15/03/2017 | 0.29% | 3.52 | 3.53 | 500,000 | 500,000 | 500,000 | 500,000 | 1,745,330 | 1,750,330 | 99.85% | 99.85% |
14/03/2017 | 0.29% | 3.46 | 3.47 | 500,000 | 500,000 | 500,000 | 500,000 | 1,723,820 | 1,728,820 | 98.90% | 98.90% |
13/03/2017 | 0.29% | 3.49 | 3.50 | 500,000 | 500,000 | 500,000 | 500,000 | 1,731,500 | 1,736,500 | 98.88% | 98.88% |
10/03/2017 | 0.28% | 3.40 | 3.41 | 500,000 | 500,000 | 500,000 | 500,000 | 1,781,620 | 1,786,620 | 99.31% | 99.31% |
09/03/2017 | 0.29% | 3.45 | 3.46 | 500,000 | 500,000 | 500,000 | 500,000 | 1,694,380 | 1,699,380 | 98.86% | 98.86% |
08/03/2017 | 0.29% | 3.44 | 3.45 | 500,000 | 500,000 | 500,000 | 500,000 | 1,721,820 | 1,726,820 | 98.19% | 98.19% |
07/03/2017 | 0.29% | 3.41 | 3.42 | 500,000 | 500,000 | 500,000 | 500,000 | 1,710,530 | 1,715,530 | 100.00% | 100.00% |