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 | - | - |
16/03/2017 | 0.67% | 4.40 | 4.43 | 25,000 | 25,000 | 25,000 | 25,000 | 112,287 | 113,037 | 96.00% | 96.00% |
15/03/2017 | 0.47% | 4.32 | 4.34 | 50,000 | 50,000 | 50,000 | 50,000 | 214,362 | 215,362 | 99.95% | 99.95% |
14/03/2017 | 0.47% | 4.26 | 4.28 | 50,000 | 50,000 | 50,000 | 50,000 | 212,306 | 213,306 | 99.57% | 99.57% |
13/03/2017 | 0.47% | 4.29 | 4.31 | 50,000 | 50,000 | 50,000 | 50,000 | 213,254 | 214,254 | 99.90% | 100.00% |
10/03/2017 | 0.47% | 4.20 | 4.22 | 50,000 | 50,000 | 49,418 | 49,418 | 215,603 | 216,603 | 99.60% | 99.60% |
09/03/2017 | 0.48% | 4.25 | 4.27 | 50,000 | 50,000 | 49,597 | 49,597 | 207,718 | 208,718 | 99.80% | 99.80% |
08/03/2017 | 0.47% | 4.24 | 4.26 | 50,000 | 50,000 | 50,000 | 50,000 | 212,064 | 213,064 | 99.71% | 99.71% |
07/03/2017 | 0.47% | 4.21 | 4.23 | 50,000 | 50,000 | 50,000 | 50,000 | 211,033 | 212,033 | 99.85% | 99.85% |
06/03/2017 | 0.47% | 4.19 | 4.21 | 50,000 | 50,000 | 50,000 | 50,000 | 210,233 | 211,233 | 99.30% | 99.30% |