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 | - | - |
28/02/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/02/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/02/2017 | 16.83% | 0.19 | 0.23 | 20,000 | 20,000 | 16,539 | 16,539 | 3,595 | 4,257 | 76.72% | 76.72% |
23/02/2017 | 8.12% | 0.32 | 0.34 | 50,000 | 50,000 | 23,791 | 23,791 | 9,530 | 10,266 | 99.49% | 99.49% |
22/02/2017 | 7.05% | 0.39 | 0.41 | 50,000 | 50,000 | 23,948 | 23,948 | 10,825 | 11,561 | 96.65% | 96.65% |
21/02/2017 | 5.85% | 0.57 | 0.59 | 50,000 | 50,000 | 23,614 | 23,614 | 13,863 | 14,598 | 98.93% | 98.93% |
20/02/2017 | 6.61% | 0.57 | 0.61 | 15,000 | 15,000 | 15,671 | 15,671 | 9,168 | 9,795 | 99.59% | 99.59% |
17/02/2017 | 4.53% | 0.54 | 0.56 | 50,000 | 50,000 | 23,812 | 23,812 | 13,704 | 14,267 | 99.22% | 99.22% |
16/02/2017 | 3.85% | 0.72 | 0.73 | 50,000 | 50,000 | 24,143 | 24,143 | 19,498 | 20,127 | 94.50% | 94.50% |