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 | - | - |
17/03/2017 | 5.53% | 0.18 | 0.19 | 125,000 | 125,000 | 125,000 | 125,000 | 22,057 | 23,307 | 100.00% | 100.00% |
16/03/2017 | 5.87% | 0.16 | 0.17 | 150,000 | 150,000 | 150,000 | 150,000 | 24,864 | 26,364 | 98.96% | 98.96% |
15/03/2017 | 21.80% | 0.05 | 0.06 | 275,000 | 275,000 | 275,000 | 275,000 | 11,287 | 14,037 | 98.47% | 98.47% |
14/03/2017 | 37.18% | 0.03 | 0.04 | 275,000 | 275,000 | 275,000 | 275,000 | 6,179 | 8,929 | 98.49% | 98.49% |
13/03/2017 | 24.35% | 0.03 | 0.04 | 325,000 | 325,000 | 325,000 | 325,000 | 11,912 | 15,162 | 98.89% | 98.89% |
10/03/2017 | 26.33% | 0.02 | 0.03 | 375,000 | 375,000 | 375,000 | 375,000 | 12,641 | 16,391 | 98.76% | 98.76% |
09/03/2017 | 28.92% | 0.03 | 0.04 | 200,000 | 200,000 | 200,000 | 200,000 | 6,033 | 8,033 | 98.59% | 98.59% |
08/03/2017 | 15.78% | 0.05 | 0.06 | 200,000 | 200,000 | 200,000 | 200,000 | 11,792 | 13,792 | 98.86% | 98.86% |
07/03/2017 | 13.12% | 0.05 | 0.06 | 175,000 | 175,000 | 175,000 | 175,000 | 12,724 | 14,474 | 99.11% | 99.11% |