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 | - | - |
27/02/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/02/2017 | 3.75% | 0.24 | 0.25 | 200,000 | 200,000 | 200,000 | 200,000 | 52,442 | 54,442 | 39.16% | 39.16% |
23/02/2017 | 2.43% | 0.34 | 0.35 | 200,000 | 200,000 | 199,788 | 199,788 | 82,346 | 84,344 | 100.00% | 100.00% |
22/02/2017 | 2.15% | 0.50 | 0.51 | 200,000 | 200,000 | 200,000 | 200,000 | 92,316 | 94,316 | 99.79% | 99.79% |
21/02/2017 | 1.90% | 0.49 | 0.50 | 200,000 | 200,000 | 200,000 | 200,000 | 104,577 | 106,577 | 99.40% | 99.40% |
20/02/2017 | 2.14% | 0.45 | 0.46 | 200,000 | 200,000 | 200,000 | 200,000 | 92,530 | 94,530 | 100.00% | 100.00% |
17/02/2017 | 2.33% | 0.46 | 0.47 | 200,000 | 200,000 | 200,000 | 200,000 | 85,128 | 87,128 | 100.00% | 100.00% |
16/02/2017 | 2.17% | 0.42 | 0.43 | 200,000 | 200,000 | 200,000 | 200,000 | 91,391 | 93,391 | 99.50% | 99.50% |
15/02/2017 | 1.70% | 0.56 | 0.57 | 200,000 | 200,000 | 200,000 | 200,000 | 116,603 | 118,603 | 99.56% | 99.56% |