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 | 10.34% | 0.18 | 0.20 | 280,000 | 25,000 | 276,372 | 25,000 | 50,727 | 5,091 | 100.00% | 100.00% |
16/03/2017 | 11.42% | 0.17 | 0.19 | 300,000 | 25,000 | 309,079 | 25,000 | 51,033 | 4,637 | 99.43% | 99.43% |
15/03/2017 | 12.59% | 0.15 | 0.17 | 340,000 | 25,000 | 342,262 | 25,000 | 50,932 | 4,222 | 100.00% | 100.00% |
14/03/2017 | 12.32% | 0.15 | 0.17 | 340,000 | 25,000 | 335,130 | 25,000 | 51,049 | 4,311 | 100.00% | 100.00% |
13/03/2017 | 12.83% | 0.15 | 0.17 | 340,000 | 25,000 | 347,859 | 25,000 | 50,754 | 4,152 | 100.00% | 100.00% |
10/03/2017 | 12.00% | 0.16 | 0.18 | 320,000 | 25,000 | 325,549 | 24,984 | 51,069 | 4,423 | 100.00% | 100.00% |
09/03/2017 | 12.47% | 0.15 | 0.17 | 340,000 | 25,000 | 338,936 | 25,000 | 51,009 | 4,264 | 100.00% | 100.00% |
08/03/2017 | 11.99% | 0.16 | 0.18 | 320,000 | 25,000 | 158,155 | 25,000 | 25,052 | 4,425 | 98.33% | 98.33% |
07/03/2017 | 12.72% | 0.14 | 0.16 | 75,000 | 25,000 | 75,000 | 25,000 | 11,068 | 4,189 | 100.00% | 100.00% |