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 | - | - |
30/03/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/03/2017 | - | 0.12 | 0.13 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/03/2017 | 2.27% | 0.24 | 0.25 | 500,000 | 500,000 | 499,976 | 499,998 | 220,143 | 225,152 | 98.26% | 98.26% |
27/03/2017 | 1.51% | 0.63 | 0.64 | 500,000 | 500,000 | 499,887 | 499,455 | 329,547 | 334,273 | 99.73% | 99.73% |
24/03/2017 | 1.94% | 0.46 | 0.47 | 500,000 | 500,000 | 499,882 | 499,963 | 256,995 | 262,030 | 99.70% | 99.70% |
23/03/2017 | 1.43% | 0.54 | 0.55 | 500,000 | 500,000 | 499,938 | 499,944 | 350,145 | 355,150 | 99.71% | 99.71% |
22/03/2017 | 1.23% | 0.77 | 0.78 | 500,000 | 500,000 | 499,242 | 499,549 | 404,242 | 409,501 | 100.00% | 100.00% |
21/03/2017 | 2.06% | 0.68 | 0.69 | 500,000 | 500,000 | 499,963 | 499,947 | 245,056 | 250,059 | 97.29% | 97.29% |
20/03/2017 | 2.10% | 0.46 | 0.47 | 500,000 | 500,000 | 500,000 | 499,959 | 235,326 | 240,306 | 99.93% | 99.93% |