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 | - | - |
16/06/2017 | 4.98% | 0.41 | 0.43 | 130,000 | 25,000 | 130,078 | 25,000 | 50,950 | 10,292 | 99.61% | 99.61% |
15/06/2017 | 5.35% | 0.37 | 0.39 | 140,000 | 25,000 | 140,188 | 25,000 | 50,964 | 9,589 | 100.00% | 100.00% |
14/06/2017 | 5.01% | 0.38 | 0.40 | 140,000 | 25,000 | 131,743 | 25,000 | 51,235 | 10,226 | 100.00% | 100.00% |
13/06/2017 | 5.24% | 0.38 | 0.40 | 140,000 | 25,000 | 139,198 | 25,000 | 51,761 | 9,802 | 100.00% | 100.00% |
12/06/2017 | 5.60% | 0.34 | 0.36 | 150,000 | 25,000 | 148,780 | 25,000 | 51,650 | 9,182 | 100.00% | 100.00% |
09/06/2017 | 5.05% | 0.40 | 0.42 | 130,000 | 25,000 | 134,158 | 25,000 | 51,749 | 10,148 | 100.00% | 100.00% |
08/06/2017 | 4.91% | 0.38 | 0.40 | 140,000 | 25,000 | 129,987 | 24,903 | 52,050 | 10,482 | 100.00% | 100.00% |
07/06/2017 | 4.65% | 0.42 | 0.44 | 120,000 | 25,000 | 120,063 | 25,000 | 50,496 | 11,015 | 100.00% | 100.00% |
06/06/2017 | 4.64% | 0.42 | 0.44 | 120,000 | 25,000 | 120,387 | 25,000 | 50,641 | 11,017 | 100.00% | 100.00% |