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 | - | - |
20/02/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/02/2017 | 20.59% | 0.04 | 0.05 | 500,000 | 300,000 | 500,000 | 300,000 | 24,667 | 18,139 | 5.94% | 5.94% |
16/02/2017 | 19.40% | 0.07 | 0.08 | 500,000 | 300,000 | 500,000 | 300,000 | 30,430 | 22,157 | 99.27% | 99.27% |
15/02/2017 | 14.96% | 0.08 | 0.10 | 500,000 | 300,000 | 499,976 | 300,000 | 44,090 | 30,714 | 100.00% | 100.00% |
14/02/2017 | 9.98% | 0.12 | 0.13 | 420,000 | 300,000 | 424,714 | 300,000 | 50,554 | 39,747 | 100.00% | 100.00% |
13/02/2017 | 12.15% | 0.09 | 0.10 | 500,000 | 300,000 | 499,146 | 300,000 | 46,041 | 31,242 | 100.00% | 100.00% |
10/02/2017 | 10.27% | 0.11 | 0.13 | 460,000 | 300,000 | 410,920 | 300,000 | 50,585 | 41,133 | 100.00% | 100.00% |
09/02/2017 | 7.97% | 0.13 | 0.14 | 390,000 | 300,000 | 367,239 | 300,000 | 50,644 | 44,917 | 99.74% | 99.74% |
08/02/2017 | 6.72% | 0.19 | 0.20 | 300,000 | 300,000 | 300,000 | 300,000 | 55,343 | 59,177 | 100.00% | 100.00% |