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 | - | 0.01 | 0.05 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/03/2017 | 3.14% | 0.17 | 0.21 | 500,000 | 500,000 | 499,976 | 499,673 | 164,769 | 169,766 | 99.34% | 99.34% |
27/03/2017 | 1.87% | 0.52 | 0.53 | 500,000 | 500,000 | 499,391 | 499,958 | 265,584 | 270,871 | 99.69% | 99.69% |
24/03/2017 | 2.60% | 0.33 | 0.34 | 470,000 | 500,000 | 499,989 | 499,793 | 191,652 | 196,579 | 99.70% | 99.70% |
23/03/2017 | 1.80% | 0.41 | 0.42 | 490,500 | 500,000 | 499,716 | 499,967 | 279,769 | 284,871 | 99.71% | 99.71% |
22/03/2017 | 1.50% | 0.63 | 0.64 | 500,000 | 500,000 | 499,989 | 499,823 | 332,459 | 337,349 | 100.00% | 100.00% |
21/03/2017 | 2.75% | 0.56 | 0.57 | 500,000 | 500,000 | 499,995 | 499,728 | 184,919 | 189,814 | 98.41% | 98.41% |
20/03/2017 | 2.85% | 0.34 | 0.35 | 489,000 | 500,000 | 498,321 | 499,964 | 172,426 | 178,002 | 99.93% | 99.93% |