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 | 15.63% | 0.03 | 0.05 | 200,000 | 200,000 | 498,888 | 200,000 | 31,829 | 14,783 | 71.37% | 71.37% |
23/02/2017 | 8.35% | 0.10 | 0.11 | 500,000 | 200,000 | 434,868 | 200,000 | 50,451 | 25,304 | 100.00% | 100.00% |
22/02/2017 | 7.75% | 0.11 | 0.12 | 460,000 | 200,000 | 404,578 | 200,000 | 50,578 | 27,476 | 98.90% | 98.90% |
21/02/2017 | 6.44% | 0.18 | 0.19 | 280,000 | 200,000 | 302,904 | 200,000 | 50,887 | 35,968 | 100.00% | 100.00% |
20/02/2017 | 6.89% | 0.17 | 0.18 | 300,000 | 200,000 | 293,343 | 200,000 | 50,949 | 37,320 | 100.00% | 100.00% |
17/02/2017 | 7.22% | 0.14 | 0.15 | 360,000 | 200,000 | 371,453 | 200,000 | 50,553 | 29,545 | 99.84% | 99.84% |
16/02/2017 | 5.71% | 0.16 | 0.17 | 320,000 | 200,000 | 292,284 | 200,000 | 50,816 | 36,972 | 100.00% | 100.00% |