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 | - | - |
27/02/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/02/2017 | 5.50% | 0.13 | 0.17 | 75,000 | 75,000 | 75,000 | 75,000 | 13,297 | 14,047 | 55.89% | 90.69% |
23/02/2017 | 4.37% | 0.21 | 0.22 | 75,000 | 75,000 | 74,677 | 75,000 | 16,718 | 17,540 | 100.00% | 100.00% |
22/02/2017 | 4.18% | 0.22 | 0.23 | 75,000 | 75,000 | 75,000 | 75,000 | 17,665 | 18,415 | 100.00% | 100.00% |
21/02/2017 | 3.56% | 0.29 | 0.30 | 75,000 | 75,000 | 75,000 | 75,000 | 20,722 | 21,472 | 100.00% | 100.00% |
20/02/2017 | 3.49% | 0.27 | 0.28 | 75,000 | 75,000 | 75,000 | 74,869 | 21,143 | 21,855 | 100.00% | 100.00% |
17/02/2017 | 4.04% | 0.24 | 0.25 | 75,000 | 72,000 | 75,000 | 74,993 | 18,246 | 18,994 | 100.00% | 100.00% |
16/02/2017 | 3.51% | 0.26 | 0.27 | 75,000 | 75,000 | 75,000 | 75,000 | 21,047 | 21,797 | 100.00% | 100.00% |
15/02/2017 | 3.07% | 0.31 | 0.32 | 75,000 | 75,000 | 75,000 | 75,000 | 24,056 | 24,806 | 100.00% | 100.00% |