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 | - | - |
27/02/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/02/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/02/2017 | 8.33% | 0.06 | 0.07 | 200,000 | 200,000 | 200,000 | 200,000 | 27,157 | 29,157 | 100.00% | 100.00% |
22/02/2017 | 5.21% | 0.23 | 0.24 | 200,000 | 200,000 | 200,000 | 200,000 | 37,580 | 39,580 | 100.00% | 100.00% |
21/02/2017 | 3.92% | 0.21 | 0.22 | 200,000 | 200,000 | 200,000 | 200,000 | 50,378 | 52,378 | 100.00% | 100.00% |
20/02/2017 | 5.12% | 0.18 | 0.19 | 200,000 | 200,000 | 200,000 | 200,000 | 38,210 | 40,210 | 100.00% | 100.00% |
17/02/2017 | 6.46% | 0.19 | 0.20 | 200,000 | 200,000 | 200,000 | 200,000 | 30,260 | 32,260 | 99.98% | 99.98% |
16/02/2017 | 5.30% | 0.14 | 0.15 | 200,000 | 200,000 | 200,000 | 200,000 | 36,956 | 38,956 | 100.00% | 100.00% |
15/02/2017 | 3.13% | 0.29 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 63,105 | 65,105 | 100.00% | 100.00% |