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 | - | - |
02/03/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
01/03/2017 | 13.20% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 495,679 | 38,311 | 42,965 | 2.07% | 2.07% |
28/02/2017 | 2.68% | 0.32 | 0.33 | 500,000 | 500,000 | 499,920 | 499,280 | 185,191 | 189,962 | 99.56% | 99.56% |
27/02/2017 | 2.64% | 0.37 | 0.38 | 500,000 | 500,000 | 500,000 | 499,999 | 188,004 | 193,003 | 100.00% | 100.00% |
24/02/2017 | 2.77% | 0.31 | 0.32 | 500,000 | 500,000 | 500,000 | 500,000 | 188,153 | 193,153 | 98.75% | 98.75% |
23/02/2017 | 6.53% | 0.18 | 0.19 | 500,000 | 500,000 | 500,000 | 500,000 | 75,550 | 80,550 | 100.00% | 100.00% |
22/02/2017 | 6.13% | 0.12 | 0.13 | 500,000 | 500,000 | 499,893 | 500,000 | 87,792 | 92,796 | 99.59% | 99.59% |
21/02/2017 | 4.79% | 0.14 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 108,809 | 113,809 | 100.00% | 100.00% |
20/02/2017 | 2.94% | 0.34 | 0.35 | 500,000 | 500,000 | 500,000 | 500,000 | 168,726 | 173,726 | 99.87% | 99.87% |