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 | - | - |
15/09/2017 | 1.67% | 1.20 | 1.22 | 450,000 | 150,000 | 450,000 | 150,000 | 535,976 | 181,659 | 100.00% | 100.00% |
14/09/2017 | 1.70% | 1.17 | 1.19 | 450,000 | 150,000 | 450,000 | 150,000 | 523,421 | 177,474 | 99.99% | 99.99% |
13/09/2017 | 1.73% | 1.14 | 1.16 | 450,000 | 150,000 | 450,000 | 150,000 | 515,639 | 174,880 | 100.00% | 100.00% |
12/09/2017 | 1.63% | 1.21 | 1.23 | 450,000 | 150,000 | 449,989 | 150,000 | 547,477 | 185,497 | 100.00% | 100.00% |
11/09/2017 | 1.65% | 1.19 | 1.21 | 450,000 | 150,000 | 450,000 | 150,000 | 539,389 | 182,796 | 99.94% | 99.94% |
08/09/2017 | 1.78% | 1.13 | 1.15 | 450,000 | 150,000 | 450,000 | 150,000 | 499,874 | 169,625 | 99.97% | 99.97% |
06/09/2017 | - | 0.98 | 1.00 | 450,000 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
05/09/2017 | 1.90% | 1.01 | 1.03 | 450,000 | 150,000 | 450,000 | 150,000 | 470,466 | 159,822 | 94.76% | 94.76% |
04/09/2017 | 2.06% | 0.95 | 0.97 | 450,000 | 150,000 | 450,000 | 150,000 | 432,324 | 147,108 | 100.00% | 100.00% |