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 | 16.59% | 0.11 | 0.13 | 460,000 | 50,000 | 457,331 | 50,000 | 50,572 | 6,533 | 100.00% | 100.00% |
16/03/2017 | 19.83% | 0.12 | 0.14 | 420,000 | 50,000 | 490,131 | 50,000 | 44,936 | 5,610 | 99.49% | 99.49% |
15/03/2017 | 18.00% | 0.10 | 0.12 | 500,000 | 50,000 | 500,000 | 50,000 | 37,058 | 4,457 | 100.00% | 100.00% |
14/03/2017 | 13.21% | 0.08 | 0.10 | 500,000 | 50,000 | 500,000 | 50,000 | 36,112 | 4,122 | 100.00% | 100.00% |
13/03/2017 | 12.56% | 0.08 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 44,331 | 5,038 | 99.64% | 99.64% |
10/03/2017 | 11.81% | 0.08 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 40,048 | 4,505 | 100.00% | 100.00% |
09/03/2017 | 14.54% | 0.06 | 0.07 | 500,000 | 50,000 | 500,000 | 50,000 | 32,051 | 3,705 | 100.00% | 100.00% |
08/03/2017 | 13.80% | 0.07 | 0.08 | 500,000 | 50,000 | 500,000 | 50,000 | 33,923 | 3,892 | 100.00% | 100.00% |
07/03/2017 | 9.72% | 0.11 | 0.12 | 460,000 | 50,000 | 475,374 | 50,000 | 47,260 | 5,508 | 100.00% | 100.00% |