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 | - | - |
28/02/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/02/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/02/2017 | 5.24% | 0.20 | 0.22 | 150,000 | 50,000 | 149,850 | 50,000 | 41,434 | 14,563 | 76.45% | 76.45% |
23/02/2017 | 4.68% | 0.29 | 0.31 | 150,000 | 50,000 | 150,000 | 50,000 | 46,824 | 16,356 | 100.00% | 100.00% |
22/02/2017 | 5.68% | 0.32 | 0.33 | 150,000 | 50,000 | 149,862 | 50,000 | 49,523 | 17,490 | 97.21% | 97.21% |
21/02/2017 | 5.30% | 0.35 | 0.37 | 150,000 | 50,000 | 150,000 | 50,000 | 50,649 | 17,803 | 100.00% | 100.00% |
20/02/2017 | 3.86% | 0.34 | 0.35 | 150,000 | 50,000 | 149,093 | 50,000 | 50,782 | 17,708 | 100.00% | 100.00% |
17/02/2017 | 4.12% | 0.38 | 0.39 | 140,000 | 50,000 | 135,784 | 50,000 | 51,821 | 19,910 | 100.00% | 100.00% |
16/02/2017 | 3.95% | 0.37 | 0.38 | 140,000 | 50,000 | 144,064 | 50,000 | 51,523 | 18,614 | 100.00% | 100.00% |