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 | 8.60% | 0.07 | 0.09 | 50,000 | 50,000 | 308,183 | 50,000 | 50,619 | 9,353 | 80.49% | 80.49% |
23/02/2017 | 7.87% | 0.19 | 0.21 | 270,000 | 50,000 | 241,446 | 50,000 | 50,547 | 11,356 | 100.00% | 100.00% |
22/02/2017 | 6.67% | 0.21 | 0.23 | 240,000 | 50,000 | 220,294 | 50,000 | 50,504 | 12,281 | 97.21% | 97.21% |
21/02/2017 | 5.36% | 0.25 | 0.26 | 200,000 | 50,000 | 212,343 | 50,000 | 50,316 | 12,532 | 100.00% | 100.00% |
20/02/2017 | 6.74% | 0.23 | 0.25 | 220,000 | 50,000 | 216,009 | 50,000 | 50,655 | 12,559 | 100.00% | 100.00% |
17/02/2017 | 5.43% | 0.28 | 0.29 | 180,000 | 50,000 | 183,470 | 50,000 | 51,518 | 14,859 | 100.00% | 100.00% |
16/02/2017 | 5.54% | 0.27 | 0.28 | 190,000 | 50,000 | 198,417 | 50,000 | 50,913 | 13,567 | 100.00% | 100.00% |