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 | - | - |
17/03/2017 | 10.78% | 0.17 | 0.19 | 100,000 | 100,000 | 100,000 | 100,000 | 17,568 | 19,568 | 100.00% | 100.00% |
16/03/2017 | 12.93% | 0.18 | 0.20 | 100,000 | 100,000 | 100,000 | 100,000 | 14,660 | 16,660 | 99.65% | 99.65% |
15/03/2017 | 16.62% | 0.15 | 0.17 | 100,000 | 100,000 | 132,945 | 132,945 | 14,642 | 17,301 | 100.00% | 100.00% |
14/03/2017 | 17.42% | 0.13 | 0.15 | 150,000 | 150,000 | 150,000 | 150,000 | 15,790 | 18,790 | 99.83% | 99.83% |
13/03/2017 | 14.81% | 0.11 | 0.13 | 150,000 | 150,000 | 150,000 | 150,000 | 18,875 | 21,875 | 99.68% | 99.68% |
10/03/2017 | 16.33% | 0.11 | 0.13 | 150,000 | 150,000 | 150,000 | 150,000 | 16,963 | 19,963 | 99.93% | 99.93% |
09/03/2017 | 20.06% | 0.09 | 0.11 | 150,000 | 150,000 | 150,000 | 150,000 | 13,509 | 16,509 | 99.99% | 99.99% |
08/03/2017 | 19.35% | 0.10 | 0.12 | 150,000 | 150,000 | 150,000 | 150,000 | 14,039 | 17,034 | 100.00% | 100.00% |
07/03/2017 | 12.85% | 0.17 | 0.19 | 150,000 | 150,000 | 150,000 | 150,000 | 22,116 | 25,116 | 100.00% | 100.00% |