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 | 5.80% | 0.16 | 0.17 | 320,000 | 200,000 | 252,862 | 200,000 | 50,538 | 42,760 | 60.59% | 60.59% |
23/02/2017 | 4.34% | 0.25 | 0.27 | 200,000 | 200,000 | 200,000 | 200,000 | 53,451 | 55,819 | 100.00% | 100.00% |
22/02/2017 | 4.38% | 0.26 | 0.27 | 200,000 | 200,000 | 200,478 | 200,000 | 54,774 | 57,105 | 100.00% | 100.00% |
21/02/2017 | 3.38% | 0.32 | 0.33 | 200,000 | 200,000 | 200,085 | 200,000 | 58,548 | 60,534 | 100.00% | 100.00% |
20/02/2017 | 3.59% | 0.26 | 0.27 | 200,000 | 200,000 | 200,000 | 200,000 | 55,157 | 57,165 | 100.00% | 100.00% |
17/02/2017 | 4.78% | 0.25 | 0.26 | 200,000 | 200,000 | 220,236 | 200,000 | 50,627 | 48,344 | 100.00% | 100.00% |
16/02/2017 | 3.42% | 0.26 | 0.27 | 200,000 | 200,000 | 200,000 | 200,000 | 58,365 | 60,394 | 100.00% | 100.00% |
15/02/2017 | 3.06% | 0.32 | 0.33 | 200,000 | 200,000 | 200,000 | 200,000 | 64,945 | 66,959 | 100.00% | 100.00% |