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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/03/2017 | 10.15% | 0.03 | 0.13 | 50,000 | 25,000 | 292,193 | 291,412 | 38,399 | 41,346 | 100.00% | 100.00% |
27/03/2017 | 4.01% | 0.23 | 0.24 | 300,000 | 300,000 | 300,000 | 300,000 | 73,696 | 76,696 | 100.00% | 100.00% |
24/03/2017 | 5.87% | 0.14 | 0.15 | 50,000 | 50,000 | 292,189 | 292,189 | 49,329 | 52,251 | 100.00% | 100.00% |
23/03/2017 | 3.80% | 0.18 | 0.19 | 50,000 | 50,000 | 292,191 | 292,191 | 77,979 | 80,900 | 100.00% | 100.00% |
22/03/2017 | 3.06% | 0.30 | 0.31 | 300,000 | 300,000 | 300,000 | 300,000 | 96,764 | 99,764 | 100.00% | 100.00% |
21/03/2017 | 6.40% | 0.26 | 0.27 | 300,000 | 300,000 | 300,000 | 300,000 | 47,756 | 50,756 | 100.00% | 100.00% |
20/03/2017 | 6.58% | 0.14 | 0.15 | 50,000 | 50,000 | 292,197 | 292,197 | 43,146 | 46,068 | 100.00% | 100.00% |