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 | - | - |
12/01/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
11/01/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
10/01/2017 | 10.94% | 0.07 | 0.08 | 500,000 | 200,000 | 494,112 | 200,000 | 43,249 | 19,581 | 100.00% | 100.00% |
09/01/2017 | 8.55% | 0.13 | 0.14 | 390,000 | 200,000 | 378,996 | 200,000 | 50,490 | 29,256 | 100.00% | 100.00% |
06/01/2017 | 7.43% | 0.10 | 0.11 | 500,000 | 200,000 | 383,432 | 199,730 | 50,611 | 29,007 | 99.93% | 99.93% |
05/01/2017 | 7.50% | 0.15 | 0.16 | 340,000 | 200,000 | 318,170 | 200,000 | 51,048 | 34,682 | 100.00% | 100.00% |
03/01/2017 | 6.75% | 0.15 | 0.16 | 340,000 | 200,000 | 349,466 | 200,000 | 50,818 | 31,205 | 98.00% | 98.00% |
30/12/2016 | 5.32% | 0.19 | 0.20 | 270,000 | 200,000 | 268,178 | 200,000 | 50,703 | 39,973 | 100.00% | 100.00% |
29/12/2016 | 5.81% | 0.18 | 0.19 | 280,000 | 200,000 | 303,808 | 200,000 | 51,000 | 35,645 | 100.00% | 100.00% |